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...
| 団体著者: | |
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2022.
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| シリーズ: | IMF Staff Country Reports; Country Report ;
No. 2022/279 |
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| オンライン･アクセス: | Full text available on IMF |