The Global Bank Stress Test

By Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel

April 6, 2022

Preview Citation

Format: Chicago

Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, and Thierry Tressel. The Global Bank Stress Test, (USA: International Monetary Fund, 2022) accessed December 21, 2024

Disclaimer: The views expressed herein are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Summary

This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST continue to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs).

Subject: Capital adequacy requirements, Commercial banks, COVID-19, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Health, Stress testing, Taxes, Value-added tax

Keywords: Bank stress test, Bank stress tests, Bilateral work, Capital adequacy requirements, Commercial banks, COVID-19, Covid-19 pandemic, Financial sector vulnerabilities, Global, Global Bank stress test, GST methodology, IMF Library, Stress testing, Stress testing, Value-added tax

Publication Details

Pages:

40
Volume:

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DOI:

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Issue:

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Series:

Departmental Paper No 2022/009
Stock No:

GBSTEA
ISBN:

9798400204524
ISSN:

2616-5333

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