Analytical Tools of the FSAP

Prepared by the Staffs of the International Monetary Fund and the World Bank


February 24, 2003

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Contents

1. Introduction
   
   
2. Stress Testing in Financial Sector Stability Assessments: Experience, Progress, and Issues Going Forward
   1. Introduction
      
   2. The FSAP Stress Testing Experience
         Types of risks and analytical techniques
         Scope and methodology
         Operational modalities
   3. Usefulness and Limitations of Stress Tests
      
   4. Progress and Issues Moving Forward
      
      
3. The Assessment of Financial Sector Standards Under the FSAP: Main Findings
   1. The Core Principles
         The responsibilities of the central bank in applying the
         CPSIPS
   2. The Use of the CPSIPS by the Bank and the Fund
      
      
4. The Assessment Process and the Main Findings
   1. Introduction
      
   2. Results of the Paris Technical Review on Strengthening the Assessment of Financial Sector Standards
   3. Banking Supervision
   4. Insurance Regulation
   5. Securities Regulation
   6. Payment Systems
   7. Policy Transparency
   8. The Use of Other Standards and Guidelines in the FSAP-Public Debt Management

Text Tables

1. Summary of the FSAP Stress Testing Experience: Analytical Techniques
   
2. Summary of Stress Testing Experiences: Scope and Methodology
   
3. Summary of the FSAP-ST Experience: Scenarios and Size of Shocks
   
4. Summary of the FSAP Stress Testing Experience: Operational Modality
   
5. Summary of the FSAP Stress Testing Experience: Usefulness

1. Stress Tests in the FSAP: Selected Country Experiences
   
2. FSAP Development of Selected Standards