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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Detalles Bibliográficos
Autor Principal: Ding, Xiaodan
Outros autores: Gross, Marco, Krznar, Ivo, Laliotis, Dimitrios, Lipinsky, Fabian
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2022.
Series:Departmental Papers; Departmental Paper ;No 2022/009
Subjects:
Acceso en liña:Full text available on IMF
Descripción
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).
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ISSN:2616-5333
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