Credibility and Crisis Stress Testing Book [PDF] Download

Download the fantastic book titled Credibility and Crisis Stress Testing written by Ms.Li L. Ong, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Credibility and Crisis Stress Testing", which was released on 09 August 2013. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.

Summary of Credibility and Crisis Stress Testing by Ms.Li L. Ong PDF

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 Capital Assessment Program. Since then, supervisory authorities in other jurisdictions have also conducted similar exercises. In some of those cases, the design and implementation of certainelements of the framework have been criticized for their lack of credibility. This paper proposes a set of guidelines for constructing an effective crisis stress test. It combines financial markets impact studies of previous exercises with relevant case study information gleaned from those experiences to identify the key elements and to formulate their appropriate design. Pertinent concepts, issues and nuances particular to crisis stress testing are also discussed. The findings may be useful for country authorities seeking to include stress tests in their crisis management arsenal, as well as for the design of crisis programs.


Detail About Credibility and Crisis Stress Testing PDF

  • Author : Ms.Li L. Ong
  • Publisher : International Monetary Fund
  • Genre : Business & Economics
  • Total Pages : 64 pages
  • ISBN : 1484395611
  • PDF File Size : 17,9 Mb
  • Language : English
  • Rating : 4/5 from 21 reviews

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Credibility and Crisis Stress Testing

Credibility and Crisis Stress Testing
  • Publisher : International Monetary Fund
  • File Size : 27,7 Mb
  • Release Date : 09 August 2013
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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

Stress Testing at the IMF

Stress Testing at the IMF
  • Publisher : International Monetary Fund
  • File Size : 55,9 Mb
  • Release Date : 05 February 2020
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This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps of

Stress Testing in Sub-Saharan Africa

Stress Testing in Sub-Saharan Africa
  • Publisher : International Monetary Fund
  • File Size : 45,8 Mb
  • Release Date : 11 May 2020
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The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa, and that the number of individual stress

Preparing for the Next Financial Crisis

Preparing for the Next Financial Crisis
  • Publisher : Cambridge University Press
  • File Size : 40,8 Mb
  • Release Date : 16 November 2017
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This book uses perspectives of finance and banking to offer predictions on future financial crises, and how we can prepare for them.

CCAR and Beyond

CCAR and Beyond
  • Publisher : Unknown Publisher
  • File Size : 33,7 Mb
  • Release Date : 17 June 2024
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This book explores the modelling techniques key to Comprehensive capital analysis and review (CCAR) and the business implications of the programme. Contributions from those directly involved in the implementation and

Reverse Stress Testing in Banking

Reverse Stress Testing in Banking
  • Publisher : Walter de Gruyter GmbH & Co KG
  • File Size : 39,8 Mb
  • Release Date : 10 May 2021
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Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the

The Financial Crisis Inquiry Report

The Financial Crisis Inquiry Report
  • Publisher : Cosimo, Inc.
  • File Size : 28,9 Mb
  • Release Date : 01 May 2011
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The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse

Stress-testing the Banking System

Stress-testing the Banking System
  • Publisher : Cambridge University Press
  • File Size : 29,6 Mb
  • Release Date : 15 October 2009
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Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial