The paper has three objectives. After a general introduction to
some of the concepts and basic techniques of stress testing, the
paper gives an overview of some of the conceptual issues involved
in evaluating risks at the aggregated level of financial systems.
Second, this study provides a basic framework and toolkit for
conducting stress tests. Finally, the paper reviews some of the
stress-testing analyses conducted in the context of the Financial
Sector Assessment Program (FSAP) and suggests simplified approaches
to deal with situations where the quantity and quality of the data
is less than ideal.
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