Chapter 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data
- Li Ong
- Published Date:
- December 2014
Show Summary DetailsYou are not logged in and do not have access to this content. Please login or, to subscribe to IMF eLibrary, please click here
Martin Čihák This chapter is an abridged and updated version of IMF Working Paper 07/59 (Čihák, 2007a). The author would like to thank R. Sean Craig, Dale Gray, Plamen Iossifov, Peter Chunnan Liao, Thomas Lutton, Christiane Nickel, Nada Oulidi, Richard Podpiera, Leah Sahely, Graham Slack, and participants in a regional conference on financial stability issues at Sinaia, Romania, and in seminars at the IMF, the World Bank, the Central Bank of Russia, and the Central Bank of Trinidad and Tobago for helpful comments on the working paper; Matthew Jones and Miguel Segoviano for insights on stress testing methodologies; and Roland Straub for help with the overview of stress tests.