Cover IMF Staff Country Reports
Buy Book in Print
West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks
Author:
International Monetary Fund. African Dept.
Search for other papers by International Monetary Fund. African Dept. in
Current site
Google Scholar Close
Series:
IMF Staff Country Reports
Volume/Issue:
Volume 2022: Issue 279
Language:
English
Publication Date:
25 Aug 2022
DOI:
https://doi.org/10.5089/9798400217340.002
ISBN:
9798400217340
ISSN:
1934-7685
Pages:
48
Keywords:
concentration risk; bank portfolio; bank cluster; IMF-World Bank Financial Sector Assessment Program; risk modeling; BCEAO's bank; Stress testing; Financial Sector Assessment Program; Market risk; Nonperforming loans; Bank soundness; West Africa
Download PDF (2.9 MB) Download Epub
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.
  • Collapse
  • Expand
Cover IMF Staff Country Reports
IMF Staff Country Reports
ISSN:
1934-7685
Publisher:
International Monetary Fund