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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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