IMF paper details system-wide stress-testing methods
Economists propose adding data on bank-NBFI links and details of market microstructure
Economists at the International Monetary Fund have set out its approach to system-wide stress-testing in a new working paper.
The paper, published on August 14, highlights two key tools that the IMF has developed as part of its financial sector assessments. One is an Excel-based tool that analyses possible liquidity stresses across the financial sector, and another focuses on possible redemption pressures at investment funds.
The paper’s authors note system-wide stress-testing – which aims to
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