LEADER 05589oam 22011894 450 001 9910788230803321 005 20230602201531.0 010 $a1-4623-6588-4 010 $a1-4518-7064-7 010 $a9786612841576 010 $a1-4519-9636-5 010 $a1-282-84157-2 035 $a(CKB)3170000000055102 035 $a(EBL)1605849 035 $a(SSID)ssj0000943260 035 $a(PQKBManifestationID)11515180 035 $a(PQKBTitleCode)TC0000943260 035 $a(PQKBWorkID)10977169 035 $a(PQKB)11177916 035 $a(OCoLC)762952420 035 $a(MiAaPQ)EBC1605849 035 $a(IMF)WPIEE2008206 035 $a(EXLCZ)993170000000055102 100 $a20020129d2008 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStress Testing at the IMF /$fMark Swinburne, Stéphanie Marie Stolz, Marina Moretti 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2008. 215 $a1 online resource (25 p.) 225 1 $aIMF Working Papers 225 0$aIMF working paper ;$vWP/08/206 300 $aDescription based upon print version of record. 311 $a1-4519-1517-9 327 $aContents; 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 Tests 327 $a4. 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; References 330 3 $aFor almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2008/206 606 $aFinancial institutions$zEurope$xEvaluation 606 $aRisk assessment$zEurope$xEvaluation 606 $aFinance$zEurope$xEvaluation 606 $aBanks and Banking$2imf 606 $aFinance: General$2imf 606 $aFinancial Institutions and Services: Government Policy and Regulation$2imf 606 $aGeneral Financial Markets: Government Policy and Regulation$2imf 606 $aFinancing Policy$2imf 606 $aFinancial Risk and Risk Management$2imf 606 $aCapital and Ownership Structure$2imf 606 $aValue of Firms$2imf 606 $aGoodwill$2imf 606 $aBanks$2imf 606 $aDepository Institutions$2imf 606 $aMicro Finance Institutions$2imf 606 $aMortgages$2imf 606 $aFinance$2imf 606 $aFinancial services law & regulation$2imf 606 $aBanking$2imf 606 $aStress testing$2imf 606 $aFinancial Sector Assessment Program$2imf 606 $aFinancial sector stability$2imf 606 $aCredit risk$2imf 606 $aFinancial risk management$2imf 606 $aFinancial services industry$2imf 606 $aBanks and banking$2imf 607 $aAustria$2imf 615 0$aFinancial institutions$xEvaluation. 615 0$aRisk assessment$xEvaluation. 615 0$aFinance$xEvaluation. 615 7$aBanks and Banking 615 7$aFinance: General 615 7$aFinancial Institutions and Services: Government Policy and Regulation 615 7$aGeneral Financial Markets: Government Policy and Regulation 615 7$aFinancing Policy 615 7$aFinancial Risk and Risk Management 615 7$aCapital and Ownership Structure 615 7$aValue of Firms 615 7$aGoodwill 615 7$aBanks 615 7$aDepository Institutions 615 7$aMicro Finance Institutions 615 7$aMortgages 615 7$aFinance 615 7$aFinancial services law & regulation 615 7$aBanking 615 7$aStress testing 615 7$aFinancial Sector Assessment Program 615 7$aFinancial sector stability 615 7$aCredit risk 615 7$aFinancial risk management 615 7$aFinancial services industry 615 7$aBanks and banking 676 $a332.1 700 $aSwinburne$b Mark$01485147 701 $aStolz$b Stéphanie Marie$01485148 701 $aMoretti$b Marina$01485149 801 0$bDcWaIMF 906 $aBOOK 912 $a9910788230803321 996 $aStress Testing at the IMF$93704137 997 $aUNINA