Stress Testing: Principles, Concepts and Frameworks

by Li Lian Ong, Andreas A. Jobst, International Monetary Fund (Editor)

The objective of this book is to present IMF staff’s further analyses and applications of these tools. Stress test exercises must be undertaken within a coherent and comprehensive framework; they must take into account "best practice" principles and incorporate key concepts; and they must hold up under intense scrutiny given their ability to significantly influence results.

1544 pages, Kindle Edition

Published September 3, 2020