商品簡介
The International Monetary Fund designed and currently uses a series of methods and models for stress-testing financial systems. For the first time these methods have been compiled into a thorough guide available to the public. The book is divided into three sections: the accounting-based approach, the market-price-based approach, and the macro-financial approach. All of the methods included in the book have been used to assess the ability of real financial systems to withstand stress. As such, the authors are able to offer insight into the potential weaknesses of each model. This book will be a valuable resource for policymakers, supervisors, academics, and private sector participants. Annotation c2015 Ringgold, Inc., Portland, OR (protoview.com)
