The Global Bank Stress Test

This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST c...

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Bibliographic Details
Main Author: Ding, Xiaodan
Other Authors: Gross, Marco, Krznar, Ivo, Laliotis, Dimitrios
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2022
Series:Departmental Papers
Subjects:
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST continue to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs)
Physical Description:40 pages
ISBN:9798400204524