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A Guide to IMF Stress Testing

A Guide to IMF Stress Testing : Methods and Models. IMFのストレステスト案内

・ISBN 978-1-4843-6858-9 hard with CD-ROM

お気に入り
著者・編者Ong, Li Lian (ed.),
出版社(IMF, US)
出版年月2014
ページ数591 pp.
言語ENG
ニュース番号<615-342>

解説

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion toolkit, which makes available some of the macros and program codes used in the models