The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the years and that can be applied to the gamut of financial systems. An added resource for readers is the companion toolkit, which makes available some of the macros and program codes used in the models.... can be read in conjunction with the Appendix, which focuses on the mechanics of the accompanying Excel template. ... the largest liability of the plan and are based on a final five-year average salary formula with an accrual rate of 1 percent.
|Title||:||A Guide to IMF Stress Testing: Methods and Models|
|Author||:||Ms. Li L. Ong|
|Publisher||:||International Monetary Fund - 2014-12-23|