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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Körperschaft: International Monetary Fund. African Dept
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2022.
Schriftenreihe:IMF Staff Country Reports; Country Report ; No. 2022/279
Schlagworte:
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung: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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Beschreibung:1 online resource (48 pages)
Format:Mode of access: Internet
ISSN:1934-7685
Zugangseinschränkungen:Electronic access restricted to authorized BRAC University faculty, staff and students