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the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit …
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For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country''s financial system. This working paper focuses on the IMF''s experience with stress testing in the Financial Sector Assessment Program (FSAP)....
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