Stress Tests for Defined Benefit Pension Plans - A Primer
AbstractStress 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.
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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 11/29.
Date of creation: 01 Feb 2011
Date of revision:
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Postal: International Monetary Fund, Washington, DC USA
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Fax: (202) 623-4661
Web page: http://www.imf.org/external/pubind.htm
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