05589oam 22011894 450 991078823080332120230602201531.01-4623-6588-41-4518-7064-797866128415761-4519-9636-51-282-84157-2(CKB)3170000000055102(EBL)1605849(SSID)ssj0000943260(PQKBManifestationID)11515180(PQKBTitleCode)TC0000943260(PQKBWorkID)10977169(PQKB)11177916(OCoLC)762952420(MiAaPQ)EBC1605849(IMF)WPIEE2008206(EXLCZ)99317000000005510220020129d2008 uf 0engur|n|---|||||txtccrStress Testing at the IMF /Mark Swinburne, Stéphanie Marie Stolz, Marina MorettiWashington, D.C. :International Monetary Fund,2008.1 online resource (25 p.)IMF Working PapersIMF working paper ;WP/08/206Description based upon print version of record.1-4519-1517-9 Contents; I. Introduction; II. Background: Overview of the FSAP; III. Stress Testing in FSAPs; A. Stress Testing Approaches; B. Stress Testing Experience; C. Risks Addressed in FSAP Stress Tests; Table; 1. Evolution of Stress Testing Methodologies in European FSAPs; IV. FSAP Stress Testing Going Forward; A. Methodological Agenda; B. Other Aspects on the Agenda; Appendix; Stress Testing in European FSAPs; Appendix Tables; 1. FSAPs Covered in This Survey; 2. Who Did the Calculations in European FSAP Stress Tests?; 3. Institutions Covered in European FSAP Stress Tests4. Approaches to Credit Risk Modeling in European FSAPs5. Approaches to Interest Rate Risk Modeling in European FSAPs; 6. Approaches to Exchange Rate Risk Modeling in European FSAPs; 7. Interest Rate Shocks in European FSAPs; 8. Exchange Rate Shocks in European FSAPs; 9. Approaches to Modeling Other Market Risks in European FSAPs; 10. Approaches to Liquidity and Contagion Risk Modeling in European FSAPs; ReferencesFor almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs.IMF Working Papers; Working Paper ;No. 2008/206Financial institutionsEuropeEvaluationRisk assessmentEuropeEvaluationFinanceEuropeEvaluationBanks and BankingimfFinance: GeneralimfFinancial Institutions and Services: Government Policy and RegulationimfGeneral Financial Markets: Government Policy and RegulationimfFinancing PolicyimfFinancial Risk and Risk ManagementimfCapital and Ownership StructureimfValue of FirmsimfGoodwillimfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfFinanceimfFinancial services law & regulationimfBankingimfStress testingimfFinancial Sector Assessment ProgramimfFinancial sector stabilityimfCredit riskimfFinancial risk managementimfFinancial services industryimfBanks and bankingimfAustriaimfFinancial institutionsEvaluation.Risk assessmentEvaluation.FinanceEvaluation.Banks and BankingFinance: GeneralFinancial Institutions and Services: Government Policy and RegulationGeneral Financial Markets: Government Policy and RegulationFinancing PolicyFinancial Risk and Risk ManagementCapital and Ownership StructureValue of FirmsGoodwillBanksDepository InstitutionsMicro Finance InstitutionsMortgagesFinanceFinancial services law & regulationBankingStress testingFinancial Sector Assessment ProgramFinancial sector stabilityCredit riskFinancial risk managementFinancial services industryBanks and banking332.1Swinburne Mark1485147Stolz Stéphanie Marie1485148Moretti Marina1485149DcWaIMFBOOK9910788230803321Stress Testing at the IMF3704137UNINA