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: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2022.
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| Series: | IMF Staff Country Reports; Country Report ;
No. 2022/279 |
| Subjects: | |
| Online Access: | Full text available on IMF |