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Front Matter

Front Matter

Author(s):
Li Lian Ong, and Andreas A. Jobst
Published Date:
September 2020
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Stress Testing

Principles, Concepts, and Frameworks

Editors

Li Lian Ong and Andreas A. Jobst

INTERNATIONAL MONETARY FUND

Stress Testing

Principles, Concepts, and Frameworks

Editors

Li Lian Ong and Andreas A. Jobst

INTERNATIONAL MONETARY FUND

©2020 International Monetary Fund

Cover design: IMF CSF Creative Solutions Division

Cataloging-in-Publication Data

IMF Library

Names: Ong, Li Lian, editor. | Jobst, Andreas A., editor. | International Monetary Fund, publisher.

Title: Stress testing: principles, concepts, and frameworks / editors, Li Lian Ong and Andreas A. Jobst.

Description: Washington, DC : International Monetary Fund, 2020. | Includes bibliographical references.

Identifiers: ISBN 978-1-48431-071-7 (hardback)

978-1-51351-679-0 (pdf)

978-1-51351-688-2 (ePub)

Subjects: LCSH: Financial crises. | Banks and banking, International.

Classification: LCC HB3725.G84 2020

Disclaimer: The views expressed in this book are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management. The boundaries, colors, denominations, and any other information shown on the maps do not imply, on the part of the IMF, any judgment on the legal status of any territory or any endorsement or acceptance of such boundaries.

Please send orders to:

International Monetary Fund, Publication Services

P.O. Box 92780, Washington, DC 20090, U.S.A.

Tel.: (202) 623-7430 Fax: (202) 623-7201

E-mail: publications@imf.org

www.bookstore.imf.org

www.elibrary.imf.org

Contents

TOOLKIT CONTENTS

the files listed below are available on the IMF eLibrary at https://www.elibrary.imf.org/page/stress-test2-toolkit

Chapter 9

  • IMF FSAP sovereign Risk Stress Testing Tool (with data input file “Data Input”)

Chapter 15

  • Stress Testing Matrix (sTeM)—Solvency Stress Testing Approaches in IMF FSAPs
  • Presentation Templates for IMF FSAP Solvency Stress Test Results

Chapter 16

  • Stress Testing Matrix (steM)—Liquidity Stress Testing Approaches in IMF FSAPs
  • IMF FSAP Liquidity Stress Testing Tool

Chapter 17

  • Stylized Summary of Insurance Stress Testing Approaches in IMF FSAPs and National Supervisory Frameworks
  • Stress Testing Matrix (steM)—Insurance Stress Testing Approaches in IMF FSAPs
  • Stress Testing Matrix (steM)—Insurance Stress Testing Approaches in National Supervisory Frameworks
  • Presentation Template for IMF FSAP Insurance Stress Test Results

    Other Resources Citing This Publication