West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks
August 25, 2022
Preview Citation
Format: Chicago
West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks, (USA: International Monetary Fund, 2022) accessed November 21, 2024
Summary
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.
Publication Details
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Pages:
48
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Volume:
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DOI:
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Issue:
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Series:
Country Report No. 2022/279
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Stock No:
1WAUEA2022004
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ISBN:
9798400217340
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ISSN:
1934-7685