Winfrid Blaschke

European Union - European Commission

Rue de la Loi 200

Brussels, B-1049

Belgium

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Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences

IMF Working Paper No. 01/88
Number of pages: 40 Posted: 31 Jan 2006
European Union - European Commission, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, World Bank and International Monetary Fund (IMF)
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Abstract:

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Stress testing, interest rate risk, credit risk, foreign exchange risk, liquidity risk