Series: IMF Working Papers
Author(s): Martin Cihak
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 March 2007
Keywords: banking, foreign exchange, capital adequacy, financial stability, financial sector, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,
Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illus...