Credibility And Crisis Stress Testing

ISBN 10 : 9781475527063
ISBN 13 : 1475527063

Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form of the Supervisory ..

A Framework For Macroprudential Bank Solvency Stress Testing

ISBN 10 : 9781475573923
ISBN 13 : 1475573928

The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not alwa..

A Guide To Imf Stress Testing Methods And Models

ISBN 10 : 9781475551297
ISBN 13 : 1475551290

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 ..

March Madness In Wall Street

ISBN 10 : 9781513530185
ISBN 13 : 1513530186

Annual stress tests have become a regular part of the supervisors’ toolkit following the global financial crisis. We investigate their capital market implications in the United S..

Macroprudential Solvency Stress Testing Of The Insurance Sector

ISBN 10 : 9781498324557
ISBN 13 : 149832455X

Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also been placed on the r..

How Did Markets React To Stress Tests

ISBN 10 : 9781484315484
ISBN 13 : 1484315480

We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive impact on stressed b..

Next Generation System Wide Liquidity Stress Testing

ISBN 10 : 9781463995522
ISBN 13 : 1463995520

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact o..