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Stress Testing in Sub-Saharan Africa: Practices, Communications, and Capacity Development
Author:
Mindaugas Leika https://isni.org/isni/0000000404811396 International Monetary Fund

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,
Hector Perez-Saiz https://isni.org/isni/0000000404811396 International Monetary Fund

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https://orcid.org/0000-0001-6376-636X
,
Ms. Olga Ilinichna Stankova
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Torsten Wezel
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Series:
Departmental Papers
Volume/Issue:
Volume 2020: Issue 007
Language:
English
Publication Date:
11 May 2020
DOI:
https://doi.org/10.5089/9781513532912.087
ISBN:
9781513532912
ISSN:
2616-5333
Pages:
58
Keywords:
DPPP; DP; risk; financial risk; bank; market; process; liquidity risk; market risk; interest rate; macro-financial risk assessment; risk analysis; Stress testing; Financial sector stability; Communications in revenue administration; Credit risk; Commercial banks; Africa; Sub-Saharan Africa; Global; stress test result; risk weight; IMF TA; banking sector risk; bank supervisor; concentration risk; banking risk; macro-financial risk analysis; asset concentration risk; risk driver
Legal-disclaimer:
The Departmental Paper Series presents research by IMF staff on issues of broad regional or cross-country interest. The views expressed in this paper are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa, and that the number of individual stress tests has grown exponentially since the early 2010s. By contrast, few central banks publish assessments of macro-financial linkages; the focus leans more toward discussing trends and weaknesses within the financial sector than on outside risks that may negatively affect its performance.
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Cover Departmental Papers
Departmental Papers
ISSN:
2616-5333
Publisher:
International Monetary Fund