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Stress Testing at the IMF
Author:
Mr. Mark Swinburne
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,
Stéphanie Marie Stolz
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, and
Ms. Marina Moretti
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Series:
IMF Working Papers
Volume/Issue:
Volume 2008: Issue 206
Language:
English
Publication Date:
01 Sep 2008
DOI:
https://doi.org/10.5089/9781451870640.001
ISBN:
9781451870640
ISSN:
1018-5941
Pages:
23
Keywords:
WP; European FSAPs; FSAP stress tests; liquidity
Legal-disclaimer:
IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP). It provides background on the nature of an FSAP and the role of macro stress testing within it. It also describes how the methodology of stress testing in FSAPs has been evolving and what are fairly common approaches now being used. Finally, it discusses the main strengths and challenges for future development of macro stress testing in FSAPs and provides an overview of stress testing practice in European FSAPs.
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Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund
Volume 2008: Issue 206