India Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework
This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model suite, which took place in April 2023. The RBI’s model suite was found to be strong and well developed...
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| Format: | eBook |
| Language: | English |
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Washington, D.C.
International Monetary Fund
2024
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| Series: | High-Level Summary Technical Assistance Reports
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| Collection: | International Monetary Fund - Collection details see MPG.ReNa |
| Summary: | This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model suite, which took place in April 2023. The RBI’s model suite was found to be strong and well developed in numerous respects. The most noteworthy recommendations pertain to credit risk, market risk, and macro-financial scenario design. A detailed list of 28 recommendations spanning all areas was left with the RBI. A detailed TA report accompanies this brief summary report |
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| Physical Description: | 3 pages |
| ISBN: | 9798400293191 |