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

Financial Sector Assessment Program-Technical Note-Bank Stress Test for Climate Change Risks

Volume/Issue: Volume 2022 Issue 279

Publication date: August 2022

ISBN: 9798400219214

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Topics covered in this book

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Banks and Banking , Finance , Money and Monetary Policy , International - Economics , concentration risk , bank portfolio , bank cluster , IMF-World Bank Financial Sector Assessment Program , risk modeling , BCEAO's bank , Stress testing , Financial Sector Assessment Program , Market risk , Nonperforming loans , Bank soundness , West Africa

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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.