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The Global Bank Stress Test
Author:
Xiaodan Ding
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Mr. Marco Gross https://isni.org/isni/0000000404811396 International Monetary Fund

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Mr. Ivo Krznar
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https://orcid.org/0000-0003-4174-0286
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Mr. Dimitrios Laliotis https://isni.org/isni/0000000404811396 International Monetary Fund

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Mr. Fabian Lipinsky
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Pavel Lukyantsau
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Mr. Thierry Tressel
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Series:
Departmental Papers
Volume/Issue:
Volume 2022: Issue 009
Language:
English
Publication Date:
06 Apr 2022
DOI:
https://doi.org/10.5089/9798400204524.087
ISBN:
9798400204524
ISSN:
2616-5333
Pages:
40
Keywords:
Covid-19 pandemic; bank stress test; financial sector vulnerabilities; stress testing; bank stress tests; IMF Library; Global Bank stress test; GST methodology; bilateral work; Stress testing; Value-added tax; COVID-19; Capital adequacy requirements; Commercial banks; Global
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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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).
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Cover Departmental Papers
Departmental Papers
ISSN:
2616-5333
Publisher:
International Monetary Fund