Supervisory stress testing: A primer.
By Toronto Centre
This note by Toronto Centre and accompanying podcast discusses the design, effective use, limitations, and interpretation of stress tests by financial supervisors. It explores a range of stress tests, from elementary, top-down applications to more sophisticated tests using scenarios applied bottom-up to multiple financial institutions.
- Use cases, geography and tags
- Organizations that created, adopted or are mentioned
- Ecosystem position
- Link to the original asset
- Comments and reactions