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文章基本信息

  • 标题:Stress Testing—The Link between Macro and Micro
  • 本地全文:下载
  • 作者:Iman van Lelyveld
  • 期刊名称:International Journal of Central Banking
  • 印刷版ISSN:1815-4654
  • 出版年度:2009
  • 卷号:2009
  • 期号:3
  • 出版社:IJCB Publications Fulfillment
  • 摘要:The events since autumn 2007 have highlighted a need to test the assumptions of industry risk measurement and pricing models and anticipate the potential impact of changes in financial market con- ditions that are significantly outside the bounds of historical norms. Stress testing is a generic term that is frequently used to describe a variety of techniques that are applied to assess the importance of assumptions that underlie economic models and forecasts.
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