LEADER 05808oam 22012854 450 001 9910957404803321 005 20250426110601.0 010 $a9786612841576 010 $a9781462365883 010 $a1462365884 010 $a9781451870640 010 $a1451870647 010 $a9781451996364 010 $a1451996365 010 $a9781282841574 010 $a1282841572 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(IMF)WPIEE2008206 035 $a(MiAaPQ)EBC1605849 035 $a(IMF)WPIEA2008206 035 $aWPIEA2008206 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 205 $a1st ed. 210 1$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 $aDescription based upon print version of record. 311 08$a9781451915174 311 08$a1451915179 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 $aBanking$2imf 606 $aBanks and Banking$2imf 606 $aBanks and banking$2imf 606 $aBanks$2imf 606 $aCapital and Ownership Structure$2imf 606 $aCredit risk$2imf 606 $aDepository Institutions$2imf 606 $aFinance$2imf 606 $aFinance: General$2imf 606 $aFinancial Institutions and Services: Government Policy and Regulation$2imf 606 $aFinancial Risk and Risk Management$2imf 606 $aFinancial risk management$2imf 606 $aFinancial Sector Assessment Program$2imf 606 $aFinancial sector stability$2imf 606 $aFinancial services industry$2imf 606 $aFinancial services law & regulation$2imf 606 $aFinancing Policy$2imf 606 $aGeneral Financial Markets: Government Policy and Regulation$2imf 606 $aGoodwill$2imf 606 $aMicro Finance Institutions$2imf 606 $aMortgages$2imf 606 $aStress testing$2imf 606 $aValue of Firms$2imf 607 $aAustria$2imf 615 0$aFinancial institutions$xEvaluation. 615 0$aRisk assessment$xEvaluation. 615 0$aFinance$xEvaluation. 615 7$aBanking 615 7$aBanks and Banking 615 7$aBanks and banking 615 7$aBanks 615 7$aCapital and Ownership Structure 615 7$aCredit risk 615 7$aDepository Institutions 615 7$aFinance 615 7$aFinance: General 615 7$aFinancial Institutions and Services: Government Policy and Regulation 615 7$aFinancial Risk and Risk Management 615 7$aFinancial risk management 615 7$aFinancial Sector Assessment Program 615 7$aFinancial sector stability 615 7$aFinancial services industry 615 7$aFinancial services law & regulation 615 7$aFinancing Policy 615 7$aGeneral Financial Markets: Government Policy and Regulation 615 7$aGoodwill 615 7$aMicro Finance Institutions 615 7$aMortgages 615 7$aStress testing 615 7$aValue of Firms 676 $a332.1 700 $aSwinburne$b Mark$01815674 701 $aMoretti$b Marina$01815675 701 $aStolz$b Stéphanie Marie$01815676 801 0$bDcWaIMF 906 $aBOOK 912 $a9910957404803321 996 $aStress Testing at the IMF$94371141 997 $aUNINA