Stress testing in a SII environment
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Surveillance cycle - example<br />
Vulnerabilities<br />
General risk<br />
monitor<strong>in</strong>g and<br />
analysis<br />
Targeted<br />
assessments<br />
Follow-up<br />
assessments<br />
Policy<br />
• Endogenous risks<br />
• Exogenous risks<br />
• Market<br />
analysis and<br />
diagnostics<br />
• Qualitative<br />
and<br />
quantitative<br />
analysis<br />
Assessment of<br />
identified risks (e.g):<br />
• <strong>Stress</strong> and<br />
scenario<br />
analyses<br />
(macro and/or<br />
micro)<br />
• Network<br />
analysis<br />
• Deeper dive,<br />
where relevant<br />
• Corrective and<br />
preventive<br />
measures, if<br />
needed<br />
Feedback to monitor<strong>in</strong>g and analysis<br />
Feedback to sources of systemic risk, vulnerabilities and trans-mission channels<br />
INTERNATIONAL MONETARY FUND 11
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