The Global Bank Stress Test

Author/Editor:

Xiaodan Ding ; Marco Gross ; Ivo Krznar ; Dimitrios Laliotis ; Fabian Lipinsky ; Pavel Lukyantsau ; Thierry Tressel

Publication Date:

April 6, 2022

Electronic Access:

Free Download. Use the free Adobe Acrobat Reader to view this PDF file

Disclaimer: The views expressed herein are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

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:

Frequency:

occasional

English

Publication Date:

April 6, 2022

ISBN/ISSN:

9798400204524/2616-5333

Stock No:

GBSTEA

Pages:

40

Please address any questions about this title to publications@imf.org