Hilbers, Paul Louis Ceriel; Jones, Matthew T.; Slack, … - International Monetary Fund (IMF) - 2004
Stress testing is becoming a widely used tool to assess potential vulnerabilities in a financial system. This paper is … intended to answer some of the basic questions that may arise as part of the process of stress testing. The paper begins with a … discussion of stress testing in a financial system context, highlighting some of the differences between stress tests of systems …