Mexico: Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange

IMF Staff Country Reports, May 15, 2007

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Mexico: Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange

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Bibliographic details

• Published: May 15, 2007
• Series: IMF Staff Country Reports
• DOI: https://doi.org/10.5089/9781451825732.002

Overview

• Presents an overview of the risk management practices and stress test results carried out for the Mexican commercial banks and the insurance sector.
• The stress test results include reporting of scenario analyses undertaken as part of the Mexico Financial System Assessment Program update to help in the assessment of the resilience of the financial system to a set of key risks.
• These scenarios complement other risk management practices such as liquidity risk and contagion analysis carried out by the relevant supervisors.
• Format: IMF Staff Country Reports.

Stress test results and scenario analyses

• Focus: scenario analyses to assess resilience of the financial system to key risks.
• Complementary analyses: liquidity risk analysis and contagion analysis carried out by relevant supervisors.

Risk management practices covered

• Commercial banks: risk management practices examined.
• Insurance sector: risk management practices examined.
• Derivatives exchange: included in the scope of the technical note.

Subjects and keywords

• Subjects:
  • Commercial banks
  • Credit risk
  • Exchange rates
  • Financial institutions
  • Financial regulation and supervision
  • Financial sector policy and analysis
  • Foreign exchange
  • Market risk
  • Stress testing
• Keywords:
  • Africa
  • Banca Múltiple
  • capital adequacy ratio
  • commercial bank
  • Commercial banks
  • CR
  • Credit risk
  • default model
  • exchange rate
  • Exchange rates
  • interest rate
  • ISCR
  • market risk
  • Market risk
  • risk shock
  • Stress testing
  • trading book
  • U.S. dollar

Content in this bundle

• Cr07165
  • Cr07165 (Markdown version)
  • Cr07165 (PDF)