An international survey of stress tests

Ingo Fender, Michael S. Gibson and Patricia C. Mosser
Additional contact information
Michael S. Gibson: https://www.federalreserve.gov/econres/michael-s-gibson.htm

Current Issues in Economics and Finance, 2001, vol. 7, issue Nov

Abstract: In the summer of 2000, central banks from the Group of Ten countries surveyed large international banks about their use of stress tests_a risk management tool that measures a firm's exposure to extreme movements in asset prices. The survey findings highlight the risks that most concern financial institutions and clarify how these institutions use stress tests in their overall risk management programs.

Keywords: Risk management; Financial services industry; Risk assessment (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
https://www.newyorkfed.org/medialibrary/media/research/current_issues/ci7-10.pdf (application/pdf)
https://www.newyorkfed.org/medialibrary/media/rese ... t_issues/ci7-10.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fednci:y:2001:i:nov:n:v.7no.10

Ordering information: This journal article can be ordered from

Access Statistics for this article

More articles in Current Issues in Economics and Finance from Federal Reserve Bank of New York Contact information at EDIRC.
Bibliographic data for series maintained by Gabriella Bucciarelli ().