Stress Testing at the IMF
作者： Stéphanie Stolz , Stéphanie Stolz , M. Swinburne , Marina Moretti
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摘要: For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine stability of country's financial system. This working paper focuses on IMF's experience with testing in Financial Sector Assessment Program (FSAP). It provides background nature an FSAP and role macro within it. also describes how methodology FSAPs evolving what are fairly common approaches now being used. Finally, it discusses main strengths challenges for future development overview practice European FSAPs.
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