Departmental Papers

The Global Bank Stress Test

ByXiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel

April 6, 2022

More Formats on IMF eLibrary
Order a Print Copy

Preview Citation

Format: Chicago

Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, and Thierry Tressel. "The Global Bank Stress Test", Departmental Papers 2022, 009 (2022), accessed 1/11/2026, https://doi.org/10.5089/9798400204524.087

Export Citation

  • ProCite
  • RefWorks
  • Reference Manager
  • BibTex
  • Zotero
  • EndNote

Disclaimer: The views expressed herein are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Summary

This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST continue to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs).

Subject: 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

You May Also Be Interested In...

Development Committee: The Managing Director's Written Statement

10/20/2025

The Managing Director's Global Policy Agenda, Fall 2025: Navigating a World In Transition

10/16/2025

Taxes in Lithuania: Benchmarking and Policy Options

10/13/2025

Mauritius: Technical Assistance Report-Report on the National Accounts and Balance of Payments Mission (March 24–28, 2025)

10/10/2025

A Stocktaking of The Current International Architecture for Resolving Sovereign Debt Involving Private Sector Creditors

10/7/2025