01849cas a2200277 a 4500 AALejournalIMF007909 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451851168 1018-5941 BD-DhAAL BD-DhAAL Martinez Peria, Maria. Stress Testing of Financial Systems : An Overview of Issues, Methodologies, and FSAP Experiences / Maria Martinez Peria, Giovanni Majnoni, Matthew Jones, Winfrid Blaschke. Washington, D.C. : International Monetary Fund, 2001. 1 online resource (56 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic framework and toolkit for conducting stress tests. Finally, the paper reviews some of the stress-testing analyses conducted in the context of the Financial Sector Assessment Program (FSAP) and suggests simplified approaches to deal with situations where the quantity and quality of the data is less than ideal. Mode of access: Internet Blaschke, Winfrid. Jones, Matthew. Majnoni, Giovanni. IMF Working Papers; Working Paper ; No. 2001/088 Full text available on IMF http://elibrary.imf.org/view/journals/001/2001/088/001.2001.issue-088-en.xml IMF e-Library