IMF Staff Country Reports

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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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.

Subject: International organization, Monetary policy

Publication Details

  • Pages:

    48

  • Volume:

    ---

  • DOI:

    ---

  • Issue:

    ---

  • Series:

    Country Report No. 2022/279

  • Stock No:

    1WAUEA2022004

  • ISBN:

    9798400217340

  • ISSN:

    1934-7685