Departmental Papers Volume 2022 Issue 009: The Global Bank Stress Test (2022)

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The Global Bank Stress Test

Author:

Xiaodan Ding

Xiaodan Ding
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Mr. Marco Gross

Mr. Marco Grossnull

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Mr. Ivo Krznar

Mr. Ivo Krznar
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https://orcid.org/0000-0003-4174-0286

Mr. Dimitrios Laliotis

Mr. Dimitrios Laliotisnull

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Mr. Fabian Lipinsky

Mr. Fabian Lipinsky
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Pavel Lukyantsau

Pavel Lukyantsau
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, and

Mr. Thierry Tressel

Mr. Thierry Tressel
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Series:: Departmental Papers

Volume/Issue:: Volume 2022: Issue 009

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.

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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Departmental Papers

ISSN:: 2616-5333

Publisher:: International Monetary Fund

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