Description

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).

More publications in this series: Departmental Papers / Policy Papers

More publications by: Xiaodan Ding ; Marco Gross ; Ivo Krznar ; Dimitrios Laliotis ; Fabian Lipinsky ; Pavel Lukyantsau ; Thierry Tressel