India: Technical Assistance Report-Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework
November 1, 2024
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This report summarizes the content and findings of a technical assistance (TA) mission that was reviewing and evaluating the Reserve Bank of India (RBI)’s stress test model suite. The RBI’s model suite was found to be strong and well developed in numerous respects. The most noteworthy recommendations pertain to credit risk, market risk, and macro-financial scenario design. A detailed list of recommendations spanning all areas was left with the RBI.
Subject: Credit, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Market risk, Money, Nonperforming loans, Stress testing
Keywords: Bank solvency risk analysis, CD recipient, contagion analysis, Credit, Credit risk, executive director Dr. O. P. Mall, Global, IMF TA mission member, India., liquidity risk analysis, Market risk, Nonperforming loans, revaluation calculation, stress test model framework, Stress testing
Pages:
24
Volume:
2024
DOI:
Issue:
093
Series:
Technical Assistance Report No. 2024/093
Stock No:
TAREA2024093
ISBN:
9798400291432
ISSN:
3005-4575
