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Into the Great Unknown

Into the Great Unknown »

Source: Into the Great Unknown : Stress Testing with Weak Data

Volume/Issue: 2010/282

Series: IMF Working Papers

Author(s): Li Ong , Rodolfo Maino , and Nombulelo Duma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455210893

Keywords: Ad hoc shock, breaking point, data quality, provision, banking, banking system, financial systems, risk management, banking supervision,

Stress testing has become the risk management tool du jour in the wake of the global financial crisis. In countries where the information reported by financial institutions is considered to be of sufficiently good...

Of Runes and Sagas

Of Runes and Sagas »

Source: Of Runes and Sagas : Perspectives on Liquidity Stress Testing Using an Iceland Example

Volume/Issue: 2010/156

Series: IMF Working Papers

Author(s): Martin Cihak , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201396

Keywords: Funding gap, liquidity risk, liquidity shocks, solvency risk, stress tests, banking, financial institutions, bonds, hedging, banking sector

The global financial crisis revealed weaknesses in the stress testing exercises performed on financial institutions and systems around the world. These failures were most evident in the area of liquidity risk, wher...