Stress Testing Financial Systems What To Do When The Governor Calls
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Stress Testing Financial Systems
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Author : Mr.Paul Louis Ceriel Hilbers
language : en
Publisher: International Monetary Fund
Release Date : 2004-07-01
Stress Testing Financial Systems written by Mr.Paul Louis Ceriel Hilbers and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-01 with Business & Economics categories.
Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This paper is intended to answer some of the basic questions that may arise as part of the process of stress testing. The paper begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The paper provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed.
Stress Testing Financial Systems What To Do When The Governor Calls
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Author : Matthew T. Jones
language : en
Publisher:
Release Date : 2004
Stress Testing Financial Systems What To Do When The Governor Calls written by Matthew T. Jones and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
Stress Testing Financial Systems
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Author : Matthew T. Jones
language : en
Publisher:
Release Date : 2004
Stress Testing Financial Systems written by Matthew T. Jones and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Financial crises categories.
Stress Testing Financial Systems
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Author : Mr.Matthew T Jones
language : en
Publisher: International Monetary Fund
Release Date : 2004-09-27
Stress Testing Financial Systems written by Mr.Matthew T Jones and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-09-27 with Business & Economics categories.
Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This booklet is intended to answer some of the basic questions that may arise as part of the process of stress testing. The pamphlet begins with a discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems and of individual portfolios. The booklet provides an overview of the process itself, from identifying vulnerabilities, to constructing scenarios, to interpreting the results. The experience of the IMF in conducting stress testing as part of the Financial Sector Assessment Program (FSAP) is also discussed.
Stress Testing The Banking System
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Author : Mario Quagliariello
language : en
Publisher: Cambridge University Press
Release Date : 2009-10-15
Stress Testing The Banking System written by Mario Quagliariello and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-15 with Business & Economics categories.
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 stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics.
A Guide To Imf Stress Testing Methods And Models
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Author : Ms. Li L. Ong
language : en
Publisher: International Monetary Fund
Release Date : 2014-12-23
A Guide To Imf Stress Testing Methods And Models written by Ms. Li L. Ong and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-23 with Business & Economics categories.
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.
Building Monetary And Financial Systems
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2007-10-19
Building Monetary And Financial Systems written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-19 with Business & Economics categories.
This book includes 21 case studies of technical assistance provided by the IMF's former Monetary and Financial Systems Department during 2003-06. These studies cover issues related to monetary policy and operations, financial markets, payment systems, and financial regulation and supervision, with an emphasis on both the substance of the issues and the modalities of technical support. The book illustrates that the formulation of sound monetary and financial policies needs to be complemented by proper and efficient implementation. It shows how weaknesses in institutional capacity can hinder policy implementation and how these weakenesses can be overcome to achieve a desirable level of monetary and financial stability. In addition to traditional elements of the official financial infrastructure, such as the capacity to conduct monetary and foreign exchange operations or effectively supervise banks and other financial institutions, the book also presents information on recent developments in governance arrangements.
A Guide To Imf Stress Testing
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Author : Ms.Li L Ong
language : en
Publisher: International Monetary Fund
Release Date : 2014-12-23
A Guide To Imf Stress Testing written by Ms.Li L Ong and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-23 with Business & Economics categories.
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 CD-Rom, which makes available the toolkit with some of the models presented in the book (also located at elibrary.imf.org/page/stress-test-toolkit).
Advances In Financial Risk Management
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Author : Jonathan A. Batten
language : en
Publisher: Springer
Release Date : 2013-11-07
Advances In Financial Risk Management written by Jonathan A. Batten and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-07 with Business & Economics categories.
The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.
The Run On The Rock
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Author : Great Britain: Parliament: House of Commons: Treasury Committee
language : en
Publisher: The Stationery Office
Release Date : 2008-01-26
The Run On The Rock written by Great Britain: Parliament: House of Commons: Treasury Committee and has been published by The Stationery Office this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-26 with Business & Economics categories.
This Treasury Committee report examines the first run on the retail deposits of a United Kingdom bank since Victorian Times and analyses the causes and the consequences of the run on Northern Rock and what lessons can be learned. The Committee states the following: that the directors of Northern Rock were the principal authors of the difficulties that the company faced since August 2007; that the directors had pursued a reckless business model which was excessively reliant on wholesale funding; that the Financial Services Authority systematically failed in its regulatory duty; that the Chancellor of the Exchequer was right to view Northern Rock as posing a systemic risk to the financial system and to authorise the Bank of England's support. The Committee sets out 83 conclusions and recommendations, including: a series of measures for handling failing banks in an orderly manner to insulate taxpayers and small depositors; that a relevant authority be given power to acquire information relating to individual financial institutions and take action in specified circumstances; also that a special resolution regime should be established for failing banks to enable smooth administration of the bank and that this is combined with arrangements ensuring insured deposits are safe and accessible; that a Deposit Protection Fund be set up, that will ensure easy release of funds under any scheme; that a new post of Deputy Governor of the Bank of England and Head of Financial Stability should be created, with responsibility for handling failing banks and the proposed Deposit Protection Fund.