Stress Testing: A Review of key Concepts
نویسنده
چکیده
The note is a review of the literature on the quantitative methods used to assess the vulnerabilities of financial systems to risks. In particular, the author focuses on the role of system-wide stress testing. He summarizes the recent developments in the literature, highlighting topics relevant for the Czech case. He presents the key concepts relating to systemwide stress tests, overviews the stress tests performed by central banks and international financial institutions, and discusses conceptual issues relating to modeling of individual risk factors. JEL Codes: G21, G28, E44.
منابع مشابه
چالش های آموزش بالینی پرستاری درجهان
Background and Objectives: Clinical education, the most important part of nursing education, is the integral part of professional education. The aim of this paper is to answer the question related to challenges in clinical training in Iran. Material and methods: In this article the literature review, Internet search and library studies about the challenges of clinical education with the key w...
متن کاملReview of the Applications of Exponential Family in Statistical Inference
In this paper, after introducing exponential family and a history of work done by researchers in the field of statistics, some applications of this family in statistical inference especially in estimation problem,statistical hypothesis testing and statistical information theory concepts will be discussed.
متن کاملThe STIG - A new SDI assessment method
To stimulate the Spatial Data Infrastructures (SDI) development effectively and efficiently, it is key to assess the progress and benefits of the SDI. Currently, several SDI assessment methods exist. However, these are still in an infant stage and none of these appear to meet the requirements of practitioners. As a result, SDI decision makers are still without any guidance on the performance of...
متن کاملCollaborative Information Seeking Behavior: Concepts and Theories
Background and Aim: Collaborative information seeking is an interaction among members of a group who purposefully try to access and share joint information. Although collaboration is a key component of information seeking behavior, but most of the studies in this area are focused on individual information seeking behavior and collaborative aspects are considered much less. As a result, there is...
متن کاملDevelopment of a new creep testing equipment to obtain long-term deformation parameters of salt rocks
Creep phenomenon in rock engineering plays a key role in development of underground spaces as they must be stable enough for a long period of time. Current research involved designing and manufacturing of a new creep testing machine. The equipment is capable to perform simultaneous light-duty creep tests on more than one cylindrical rock samples at a very low cost.To evaluate the equipment’s pe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004