Mexico; Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange
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.
Year of publication: |
2007-05-15
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Institutions: | International Monetary Fund (IMF) ; International Monetary Fund |
Subject: | Banking systems | Commercial banks | Credit risk | Exchange rates | Financial Sector Assessment Program | Interest rates | Risk management | capital adequacy | capital adequacy ratio | banking | sovereign risk | banking system | banking sector | clearinghouse | capital requirement | equity prices | stock market | mortgage lending | government securities | consumer price index | capital adequacy ratios | foreign exchange | bank deposits | hedging | stock exchange | banks ? balance sheet | bank exposures | banking institutions | domestic equity | banks ? assets | private banking |
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