Macrofinancial Stress Testing : Principles and Practices-Background Material.

Staff conducted a survey of stress testing practices among selected national central banks and supervisory authorities. The online survey was undertaken in November 2011 as part of the preparatory work for the paper on ?Macrofinancial Stress Testing: Principles and Practices. The survey focused on s...

Full description

Bibliographic Details
Corporate Author: International Monetary Fund
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2012.
Series:Policy Papers; Policy Paper ; No. 2012/075
Online Access:Full text available on IMF
Description
Summary:Staff conducted a survey of stress testing practices among selected national central banks and supervisory authorities. The online survey was undertaken in November 2011 as part of the preparatory work for the paper on ?Macrofinancial Stress Testing: Principles and Practices. The survey focused on stress testing for banks, which is more widespread and better established-and practices are therefore easier to compare across countries-but also included questions on stress testing for nonbank financial institutions.
Item Description:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Physical Description:1 online resource (43 pages)
Format:Mode of access: Internet
ISSN:2663-3493
Access:Electronic access restricted to authorized BRAC University faculty, staff and students