The Global Bank Stress Test
Electronic Access:
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Summary:
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).
Series:
Departmental Paper No 2022/009
Subject:
Capital adequacy requirements Commercial banks COVID-19 Financial institutions Financial regulation and supervision Financial sector policy and analysis Health Stress testing Taxes Value-added tax
Frequency:
occasional
English
Publication Date:
April 6, 2022
ISBN/ISSN:
9798400204524/2616-5333
Stock No:
GBSTEA
Pages:
40
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