Current Issues in Economics and Finance
An International Survey of Stress Tests
November 2001 Volume 7, Number 10
JEL classification: G21, G24, E58

Authors: Ingo Fender, Michael S. Gibson, and Patricia C. Mosser

In the summer of 2000, central banks from the Group of Ten countries surveyed large international banks about their use of stress tests—a risk management tool that measures a firm's exposure to extreme movements in asset prices. The survey findings highlight the risks that most concern financial institutions and clarify how these institutions use stress tests in their overall risk management programs.

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