A Guide to IMF Stress Testing: Methods and Models

A Guide to IMF Stress Testing: Methods and Models

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The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion toolkit, which makes available some of the macros and program codes used in the models.IMF Staff (past and present) Renzo G. Avesani, Senior Economist, Monetary and Capital Markets Department. ... Currently Visiting Faculty, Robert H. Smith School of Business, University of Maryland and Senior Research Fellow, Risk Management Institute, ... Currently Group Credit Officer, Moodya#39;s Investors Service ... Kexue Liu, Scientific Analyst, Technology and General Services Department. ... Currently Senior Vice President, Economics and Investment Strategy, GIC Private Limitedanbsp;...

Title:A Guide to IMF Stress Testing: Methods and Models
Author:Ms. Li L. Ong
Publisher:International Monetary Fund - 2014-12-23


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