West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks
August 25, 2022
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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.
Subject: Bank soundness, Financial institutions, Financial regulation and supervision, Financial Sector Assessment Program, Financial sector policy and analysis, International organization, Market risk, Monetary policy, Nonperforming loans, Stress testing
Keywords: bank cluster, bank portfolio, Bank soundness, BCEAO's bank, concentration risk, Financial Sector Assessment Program, IMF-World Bank Financial Sector Assessment Program, Market risk, Nonperforming loans, risk modeling, Stress testing, West Africa
Pages:
48
Volume:
2022
DOI:
Issue:
279
Series:
Country Report No. 2022/279
Stock No:
1WAUEA2022004
ISBN:
9798400217340
ISSN:
1934-7685
