An international survey of stress tests
Michael S. Gibson and
Patricia C. Mosser
Current Issues in Economics and Finance, 2001, vol. 7, issue Nov
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)
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