West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks – International Monetary Fund

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Publication Date:
August 25, 2022
Electronic Access:
Free Download. Use the free Adobe Acrobat Reader to view this PDF file
Summary:
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.
Series:
Country Report No. 2022/279
Subject:
International organization Monetary policy
Frequency:
regular
Publication Date:
August 25, 2022
ISBN/ISSN:
9798400217340/1934-7685
Stock No:
1WAUEA2022004
Pages:
48
Please address any questions about this title to [email protected]
© 2022 International Monetary Fund. All rights reserved.

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