A guide to IMF stress testing : methods and models

ed.: Li Lian Ong

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion toolkit, which makes available some of the macros and program codes used in the models

MoreLess

Year of publication:	2014
Other Persons:	Ong, Li Lian (contributor)
Publisher:	Washington, D.C : IMF, Internat. Monetary Fund
Subject:	Portfolio-Management \| Portfolio selection \| Stresstest \| Stress test \| Risikomanagement \| Risk management \| Internationaler Währungsfonds

freely available

Full text |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	Online-Ressource (612 p)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
Notes:	Includes bibliographical references at the end of each chapters and index Parallel als Druckausg. erschienen
ISBN:	1-4843-6858-4 ; 978-1-4843-6858-9 ; 978-1-4755-5129-7
Other identifiers:	10.5089/9781484368589.071 [DOI]
Classification:	Internationale Wirtschaftsorganisationen
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014411883