The Global Bank Stress Test

Author: Xiaodan Ding, Mr. Marco Gross, Mr. Ivo Krznar, Mr. Dimitrios Laliotis, Mr. Fabian Lipinsky, Pavel Lukyantsau, and Mr. Thierry Tressel

This paper presents the framework underlying the Global Bank Stress Test 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.

Volume/Issue: Volume 2022 Issue 009

Publication date: April 2022

ISBN: 9798400204524

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Topics covered in this book

This title contains information about the following subjects. Click on a subject if you would like to see other titles with the same subjects.

Banks and Banking , Finance , Taxation - General , Covid-19 pandemic , bank stress test , financial sector vulnerabilities , stress testing , bank stress tests , IMF Library , Global Bank stress test , GST methodology , bilateral work , Stress testing , Value-added tax , COVID-19 , Capital adequacy requirements , Commercial banks , Global

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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).