Technical Assistance Reports

India: Technical Assistance Report-Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework

November 1, 2024

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International Monetary Fund. Monetary and Capital Markets Department "India: Technical Assistance Report-Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework", Technical Assistance Reports 2024, 093 (2024), accessed November 1, 2024, https://doi.org/10.5089/9798400291432.019

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Summary

This report summarizes the content and findings of a technical assistance (TA) mission that was reviewing and evaluating the Reserve Bank of India (RBI)’s stress test model suite. 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 recommendations spanning all areas was left with the RBI.

Subject: Commercial banks, Credit, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Financial sector stability, Income, Market risk, Money, National accounts, Nonbank financial institutions, Nonperforming loans, Stocks, Stress testing

Keywords: Bank solvency risk analysis, Commercial banks, Contagion analysis, Credit, Credit risk, Financial sector stability, Income, India., Liquidity requirements, Liquidity risk analysis, Liquidity stress testing, Market risk, Nonbank financial institutions, Nonperforming loans, Stocks, Stress testing

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