05808oam 22012854 450 991095740480332120250426110601.0978661284157697814623658831462365884978145187064014518706479781451996364145199636597812828415741282841572(CKB)3170000000055102(EBL)1605849(SSID)ssj0000943260(PQKBManifestationID)11515180(PQKBTitleCode)TC0000943260(PQKBWorkID)10977169(PQKB)11177916(OCoLC)762952420(IMF)WPIEE2008206(MiAaPQ)EBC1605849(IMF)WPIEA2008206WPIEA2008206(EXLCZ)99317000000005510220020129d2008 uf 0engur|n|---|||||txtccrStress Testing at the IMF /Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti1st ed.Washington, 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.9781451915174 1451915179 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 assessmentEuropeEvaluationFinanceEuropeEvaluationBankingimfBanks and BankingimfBanks and bankingimfBanksimfCapital and Ownership StructureimfCredit riskimfDepository InstitutionsimfFinanceimfFinance: GeneralimfFinancial Institutions and Services: Government Policy and RegulationimfFinancial Risk and Risk ManagementimfFinancial risk managementimfFinancial Sector Assessment ProgramimfFinancial sector stabilityimfFinancial services industryimfFinancial services law & regulationimfFinancing PolicyimfGeneral Financial Markets: Government Policy and RegulationimfGoodwillimfMicro Finance InstitutionsimfMortgagesimfStress testingimfValue of FirmsimfAustriaimfFinancial institutionsEvaluation.Risk assessmentEvaluation.FinanceEvaluation.BankingBanks and BankingBanks and bankingBanksCapital and Ownership StructureCredit riskDepository InstitutionsFinanceFinance: GeneralFinancial Institutions and Services: Government Policy and RegulationFinancial Risk and Risk ManagementFinancial risk managementFinancial Sector Assessment ProgramFinancial sector stabilityFinancial services industryFinancial services law & regulationFinancing PolicyGeneral Financial Markets: Government Policy and RegulationGoodwillMicro Finance InstitutionsMortgagesStress testingValue of Firms332.1Swinburne Mark1815674Moretti Marina1815675Stolz Stéphanie Marie1815676DcWaIMFBOOK9910957404803321Stress Testing at the IMF4371141UNINA