Presentation

The analytical framework for identifying and assessing systemic risks is based on a global risk mapping and stress testing models. Indeed, and like the central banks, financial regulators and the IMF, a risk mapping system has been set up with warning indicators aimed to identify risks from financial institutions, as well as risks from macroeconomic, monetary and financial conditions or from players in the real economy. The stress test mechanism provides a more precise quantification of the impact of significant risks to the financial system. The stress test mechanism provides a more precise quantification of the impact of significant risks to the financial system.