An international survey of stress tests

In the summer of 2000, central banks from the Group of Ten countries surveyed large international banks about their use of stress tests_a risk management tool that measures a firm's exposure to extreme movements in asset prices. The survey findings highlight the risks that most concern financial institutions and clarify how these institutions use stress tests in their overall risk management programs.

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Year of publication:	2001
Authors:	Fender, Ingo ; Gibson, Michael S. ; Mosser, Patricia C.
Published in:	Current Issues in Economics and Finance. - Federal Reserve Bank of New York. - Vol. 7.2001, Nov, 10
Publisher:	Federal Reserve Bank of New York
Subject:	Risk management \| Risk assessment \| Financial services industry

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005387182