West African Economic and Monetary Union: Financial Sector Assessment Program-Technical Note-Stress Tests, Credit Concentration, and Interest Rate Risks

International Monetary Fund

No 2022/279, IMF Staff Country Reports from International Monetary Fund

Abstract: This technical note presents the stress tests on credit, interest rate, and concentration risk conducted by the WAEMU FSAP.1 Stress tests on contagion and liquidity risks are addressed separately.2 Stress tests are an important tool for detecting financial sector vulnerabilities, setting up targeted banking sector monitoring, imposing preventive measures, and informing public decision-makers of macrofinancial risks and costs.

Keywords: concentration risk; bank portfolio; bank cluster; IMF-World Bank Financial Sector Assessment Program; risk modeling; BCEAO's bank; Stress testing; Financial Sector Assessment Program; Market risk; Nonperforming loans; Bank soundness; West Africa (search for similar items in EconPapers)
Pages: 48
Date: 2022-08-25
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