Macroprudential Liquidity Stress Testing In Fsaps For Systemically Important Financial Systems

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Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Language: en
Pages: 56
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2017-05-02 - Publisher: International Monetary Fund

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Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solve
Macroprudential Liquidity Stress Testing in FSAPs for Systemicalley Important Financial Systems
Language: en
Pages: 55
Authors: Andreas A. Jobst
Categories:
Type: BOOK - Published: 2017 - Publisher:

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Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solve
A Framework for Macroprudential Bank Solvency Stress Testing
Language: en
Pages: 55
Authors: Mr.Andreas A. Jobst
Categories: Business & Economics
Type: BOOK - Published: 2013-03-13 - Publisher: International Monetary Fund

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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
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Language: en
Pages: 79
Authors: Ron Anderson
Categories: Business & Economics
Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund

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Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

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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