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Stress Testing
Principles, Concepts, and Frameworks

by Li Lian Ong and Andreas A. Jobst
ISBN 9781484310717

Publication year: 2020

Cdn: $94.50; US: $65.00
Language: English
544 pages
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Stress testing is a widely accepted tool for financial surveillance, supervision, and risk management. This new guide presents the IMF staff’s analyses and applications of the stress-testing “software” - the best practices, principles, and frameworks that are critical for the credible and consistent implementation of the stress-testing “hardware.” It is a follow-up volume to A Guide to IMF Stress Testing: Methods and Models (2014).
Stress Testing
Cdn: $94.50; US: $65.00
International Monetary Fund (IMF) BookID: 120676 Added: 2021.4.30