India: Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework

November 20, 2024

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Format: Chicago

Marco Gross, and Wei Sun. "India: Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework", High-Level Summary Technical Assistance Reports 2024, 040 (2024), accessed December 21, 2024, https://doi.org/10.5089/9798400293191.029

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Summary

This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model suite, which took place in April 2023. 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 28 recommendations spanning all areas was left with the RBI. A detailed TA report accompanies this brief summary report.

Subject: Credit risk, Financial regulation and supervision, Financial sector policy and analysis, Liquidity risk, Market risk, Stress testing

Keywords: Bank solvency risk analysis, Contagion analysis, Credit risk, Liquidity risk, Liquidity risk analysis, Market risk, Nonbank financial institutions, Stress testing, Systemic risk assessment

Publication Details

Pages:

3
Volume:

2024
DOI:

https://doi.org/10.5089/9798400293191.029
Issue:

040
Series:

High Level Summary Technical Assistance Report No. 2024/040
Stock No:

HLSEA2024040
ISBN:

9798400293191
ISSN:

2959-4103

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High-Level Summary Technical Assistance Reports