The Global Bank Stress Test
Departmental Papers, April 6, 2022
Source details
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- The Global Bank Stress Test
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Bibliographic details
- Authors: Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel
- Published: April 6, 2022
- Series: Departmental Papers
- DOI: https://doi.org/10.5089/9798400204524.087
Overview and purpose
- Presents the framework underlying the Global Bank Stress Test (GST).
- Applies the GST framework to recent data and global scenarios to illustrate usefulness in assessing the potential impact of global shocks on banks around the world.
- Update continues to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs).
Key findings
- The GST framework, applied to recent data and global scenarios, highlights differential resilience across regions:
- Banks in emerging market economies (EMs): relatively lower levels of resilience.
- Banks in advanced economies (AEs): relatively higher resilience compared with EMs.
- The paper emphasizes the GST’s usefulness in assessing potential impacts of global shocks on banks globally.
Methodology and scope
- Presents the GST framework and applies it to recent data and global scenarios.
- Subjects covered include: Capital adequacy requirements, Commercial banks, COVID-19, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Health, Stress testing, Taxes, Value-added tax.
- Keywords: bank stress test, bank stress tests, bilateral work, Capital adequacy requirements, Commercial banks, COVID-19, Covid-19 pandemic, financial sector vulnerabilities, Global, Global Bank stress test, GST methodology, IMF Library, stress testing, Stress testing, Value-added tax.
Content in this bundle
- The Global Bank Stress Test; IMF Departmental Paper No. DP/2022/009; April 2022