West African Economic and Monetary Union Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks
This technical note presents the stress tests on credit, interest rate, and concentration risk conducted by the WAEMU FSAP.1 Stress tests on contagion and liquidity risks are addressed separately.2 Stress tests are an important tool for detecting financial sector vulnerabilities, setting up targeted...
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Format: | eBook |
Language: | English |
Published: |
Washington, D.C.
International Monetary Fund
2022
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Series: | IMF Staff Country Reports
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Subjects: | |
Online Access: | |
Collection: | International Monetary Fund - Collection details see MPG.ReNa |
Summary: | This technical note presents the stress tests on credit, interest rate, and concentration risk conducted by the WAEMU FSAP.1 Stress tests on contagion and liquidity risks are addressed separately.2 Stress tests are an important tool for detecting financial sector vulnerabilities, setting up targeted banking sector monitoring, imposing preventive measures, and informing public decision-makers of macrofinancial risks and costs |
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Physical Description: | 48 pages |
ISBN: | 9798400217340 |