Macrofinancial Stress Testing Principles And Practices Background Material
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Macrofinancial Stress Testing - Principles and Practices—Background Material
Author: International Monetary Fund. Monetary and Capital Markets Department
language: en
Publisher: International Monetary Fund
Release Date: 2012-08-29
Staff conducted a survey of stress testing practices among selected national central banks and supervisory authorities. The online survey was undertaken in November 2011 as part of the preparatory work for the paper on ?Macrofinancial Stress Testing: Principles and Practices. The survey focused on stress testing for banks, which is more widespread and better established—and practices are therefore easier to compare across countries—but also included questions on stress testing for nonbank financial institutions.
Macrofinancial Stress Testing - Principles and Practices
Author: International Monetary Fund. Monetary and Capital Markets Department
language: en
Publisher: International Monetary Fund
Release Date: 2012-08-22
The recent financial crisis drew unprecedented attention to the stress testing of financial institutions. On one hand, stress tests were criticized for having missed many of the vulnerabilities that led to the crisis. On the other, after the onset of the crisis, they were given a new role as crisis management tools to guide bank recapitalization and help restore confidence. This spurred an intense debate on the models, underlying assumptions, and uses of stress tests. Current stress testing practices, however, are not based on a systematic and comprehensive set of principles but have emerged from trial-and-error and often reflect constraints in human, technical, and data capabilities.
Stress Testing in Sub-Saharan Africa
Author: Mindaugas Leika
language: en
Publisher: International Monetary Fund
Release Date: 2020-05-11
The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa, and that the number of individual stress tests has grown exponentially since the early 2010s. By contrast, few central banks publish assessments of macro-financial linkages; the focus leans more toward discussing trends and weaknesses within the financial sector than on outside risks that may negatively affect its performance.