Stress Tests for Defined Benefit Pension Plans – A Primer
Download or Read eBook Stress Tests for Defined Benefit Pension Plans – A Primer PDF written by Gregorio Impavido and published by International Monetary Fund. This book was released on 2011-02-01 with total page 72 pages. Available in PDF, EPUB and Kindle.
| Author | : Gregorio Impavido |
| Publisher | : International Monetary Fund |
| Total Pages | : 72 |
| Release | : 2011-02-01 |
| ISBN-10 | : 9781455216765 |
| ISBN-13 | : 1455216763 |
| Rating | : 4/5 (65 Downloads) |
Book Synopsis Stress Tests for Defined Benefit Pension Plans – A Primer by : Gregorio Impavido
Book excerpt: 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.
