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Stress Testing in Sub-Saharan Africa: Practices, Communications, and Capacity Development

Torsten Wezel, Mindaugas Leika, Hector Perez-Saiz and Olga Ilinichna Stankova

No 2020/007, IMF Departmental Papers / Policy Papers from International Monetary Fund

Abstract: The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa, and that the number of individual stress tests has grown exponentially since the early 2010s. By contrast, few central banks publish assessments of macro-financial linkages; the focus leans more toward discussing trends and weaknesses within the financial sector than on outside risks that may negatively affect its performance.

Keywords: DPPP; DP; risk; financial risk; bank; market; process; liquidity risk; market risk; interest rate; macro-financial risk assessment; risk analysis; Stress testing; Financial sector stability; Communications in revenue administration; Credit risk; Commercial banks; Africa; Sub-Saharan Africa; Global; stress test result; risk weight; IMF TA; banking sector risk; bank supervisor; concentration risk; banking risk; macro-financial risk analysis; asset concentration risk; risk driver (search for similar items in EconPapers)
Pages: 58
Date: 2020-05-11
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Handle: RePEc:imf:imfdps:2020/007