A Guide to IMF Stress Testing

Chapter 7. Next-Generation Systemwide Liquidity Stress Testing

Author(s):
Li Ong
Published Date:
December 2014
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    Author(s)
    Christian Schmieder, Heiko Hesse, Benjamin Neudorfer, Claus Puhr and Stefan W. Schmitz This chapter is an abridged version of IMF Working Paper 11/203 (Schmieder and others, 2011). The working paper benefited from comments by Martin Čihák, Daniel Hardy, Maher Hasan, Torsten Wezel, Nico Valckx, Martha Ruiz-Arranz, Fabian Valencia, and Minsuk Kim as well as from seminar participants at the IMF and the European Central Bank, participants at an IMF-Oesterreichische Nationalbank stress testing workshop in Vienna, and numerous central bankers and bank supervisors during IMF Financial Sector Assessment Program and technical assistance missions.

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