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

May 15, 2007

Preview Citation

Format: Chicago

Mexico: Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange, (USA: International Monetary Fund, 2007) accessed December 22, 2024

Summary

This technical note on Mexico’s Financial Sector Assessment Program update 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 the 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.

Subject: 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

Publication Details

Pages:

19
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2007/165
Stock No:

1MEXEA2007004
ISBN:

9781451825732
ISSN:

1934-7685

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