A Guide to IMF Stress Testing

Chapter 5. Next-Generation Applied Solvency Stress Testing

Li Ong
Published Date:
December 2014
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    Christian Schmieder, Claus Puhr and Maher Hasan This chapter is an abridged version of IMF Working Paper 11/83 (Schmieder, Puhr, and Hasan, 2011). The working paper benefited from comments from Martin Čihák, Andreas Jobst, Liliana Schumacher, Hiroko Oura, Elena Loukoianova, Joseph Crowley, Aidyn Bibolov, Jay Surti, Heiko Hesse, and Torsten Wezel; as well as from the participants of the Monetary and Capital Markets Department and European Department seminar.
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