Fri. May 27th, 2022

APRIL 06, 2022

Author/Editor: Xiaodan Ding, Marco Gross, Ivo Krznar, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel

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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Source – IMF: Departmental Paper No 2022/009 : The Global Bank Stress Test