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Stress testing at the IMF / / Marina Moretti, Stéphanie Stolz, and Mark Swinburne
| Stress testing at the IMF / / Marina Moretti, Stéphanie Stolz, and Mark Swinburne |
| Autore | Moretti Marina |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
StolzStéphanie
SwinburneMark |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial institutions - Europe - Evaluation
Risk assessment - Europe - Evaluation Finance - Europe - Evaluation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6588-4
1-4518-7064-7 9786612841576 1-4519-9636-5 1-282-84157-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Tests
4. 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 |
| Record Nr. | UNINA-9910463597303321 |
Moretti Marina
|
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti
| Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti |
| Autore | Swinburne Mark |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
StolzStéphanie Marie
MorettiMarina |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial institutions - Europe - Evaluation
Risk assessment - Europe - Evaluation Finance - Europe - Evaluation Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Finance Financial services law & regulation Banking Stress testing Financial Sector Assessment Program Financial sector stability Credit risk Financial risk management Financial services industry Banks and banking |
| ISBN |
1-4623-6588-4
1-4518-7064-7 9786612841576 1-4519-9636-5 1-282-84157-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Tests
4. 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 |
| Record Nr. | UNINA-9910788230803321 |
|
Swinburne Mark
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti
| Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti |
| Autore | Swinburne Mark |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
MorettiMarina
StolzStéphanie Marie |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial institutions - Europe - Evaluation
Risk assessment - Europe - Evaluation Finance - Europe - Evaluation Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Credit risk Depository Institutions Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial Risk and Risk Management Financial risk management Financial Sector Assessment Program Financial sector stability Financial services industry Financial services law & regulation Financing Policy General Financial Markets: Government Policy and Regulation Goodwill Micro Finance Institutions Mortgages Stress testing Value of Firms |
| ISBN |
1-4623-6588-4
1-4518-7064-7 9786612841576 1-4519-9636-5 1-282-84157-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Tests
4. 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 |
| Record Nr. | UNINA-9910810968003321 |
|
Swinburne Mark
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
