India: Technical Assistance Report-Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework
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International Monetary Fund. Monetary and Capital Markets Department
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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.
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Technical Assistance Reports