Stress Tests for Defined Benefit Pension Plans: A Primer
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Impavido, Gregorio (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Washington, D.C International Monetary Fund 2011
Schriftenreihe:IMF Working Papers Working Paper No. 11/29
Links:http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
http://elibrary.imf.org/view/IMF001/11641-9781455216765/11641-9781455216765/11641-9781455216765.xml
Abstract:Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests and illustrate their strengths and weaknesses. Using an Excel-based template with institution-specific data, readers are walked through the basics of liability valuation and stress testing of assets and liabilities of a typical defined benefit plan
Umfang:1 Online-Ressource (70 p)
ISBN:1455216763
9781455216765