Related Books

How Did Markets React to Stress Tests?
Language: en
Pages: 21
Authors: Bertrand Candelon
Categories: Business & Economics
Type: BOOK - Published: 2015-04-01 - Publisher: International Monetary Fund

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We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive
How Did Markets React to Stress Tests
Language: en
Pages: 21
Authors: Bertrand Candelon
Categories: Crisis management
Type: BOOK - Published: 2015 - Publisher:

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We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive
Credibility and Crisis Stress Testing
Language: en
Pages: 64
Authors: Ms.Li L. Ong
Categories: Business & Economics
Type: BOOK - Published: 2013-08-09 - Publisher: International Monetary Fund

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Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form
March Madness in Wall Street
Language: en
Pages: 34
Authors: Marcelo Fernandes
Categories: Business & Economics
Type: BOOK - Published: 2015-12-23 - Publisher: International Monetary Fund

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Annual stress tests have become a regular part of the supervisors’ toolkit following the global financial crisis. We investigate their capital market implicat
Stress Testing at the IMF
Language: en
Pages: 73
Authors: Mr.Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund

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This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps