India: Review and Evaluation of the Reserve Bank of India’s Stress Test Model Framework

This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model suite, which took place in April 2023.
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Volume/Issue: Volume 2024 Issue 040
Publication date: November 2024
ISBN: 9798400293191
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Topics covered in this book

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Banks and Banking , Finance , Environmental Economics , Bank solvency risk analysis , liquidity risk analysis , contagion analysis , stress test model framework , IMF team , RBI's model suite , TA mission , summary report , Stress testing , Market risk

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Summary

This report provides a brief summary of the purpose and findings of a technical assistance (TA) mission that was intended to review and evaluate the Reserve Bank of India (RBI)’s stress test model suite, which took place in April 2023. The RBI’s model suite was found to be strong and well developed in numerous respects. The most noteworthy recommendations pertain to credit risk, market risk, and macro-financial scenario design. A detailed list of 28 recommendations spanning all areas was left with the RBI. A detailed TA report accompanies this brief summary report.

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