Mexico: Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange

International Monetary Fund

No 2007/165, IMF Staff Country Reports from International Monetary Fund

Abstract: This technical note on Mexico’s Financial Sector Assessment Program update presents an overview of the risk management practices and stress test results carried out for the Mexican commercial banks and the insurance sector. The stress test results include the reporting of scenario analyses undertaken as part of the Mexico Financial System Assessment Program update to help in the assessment of the resilience of the financial system to a set of key risks. These scenarios complement other risk management practices such as liquidity risk and contagion analysis carried out by the relevant supervisors.

Keywords: ISCR; CR; interest rate; capital adequacy ratio; exchange rate; commercial bank; U.S. dollar; Banca Múltiple; risk shock; trading book; default model; market risk; Commercial banks; Stress testing; Credit risk; Market risk; Exchange rates; Africa (search for similar items in EconPapers)
Pages: 19
Date: 2007-05-15
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.imf.org/external/pubs/cat/longres.aspx?sk=20964 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:imf:imfscr:2007/165

Ordering information: This working paper can be ordered from
http://www.imf.org/external/pubs/pubs/ord_info.htm

Access Statistics for this paper

More papers in IMF Staff Country Reports from International Monetary Fund International Monetary Fund, Washington, DC USA. Contact information at EDIRC.
Bibliographic data for series maintained by Akshay Modi ().