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System-wide stress tests: a deep dive into the financial system
[Intermédiation financière non bancaire et risque systémique]

Author

Listed:
  • Gábor Fukker
  • Thibaud Piquard
  • Aurore Schilte
  • Matthias Sydow

Abstract

The growth of non-bank financial intermediation calls for a more holistic risk assessment encompassing the entire financial system and the interactions between financial intermediaries. The incorporation of investment funds into a stress test for banks further increases the impact of a shock in terms of depletion of bank capital by 1%. Le développement de l’intermédiation financière non bancaire nécessite une évaluation plus globale des risques, couvrant l’intégralité du système financier et les interactions entre intermédiaires financiers. La prise en compte des fonds d’investissement dans un stress test bancaire accroît de 1 % la diminution des fonds propres bancaires.

Suggested Citation

Handle: RePEc:bfr:econot:249
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File URL: https://www.banque-france.fr/en/publications-and-statistics/publications/system-wide-stress-tests-deep-dive-financial-system
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File URL: https://www.banque-france.fr/fr/publications-et-statistiques/publications/intermediation-financiere-non-bancaire-et-risque-systemique
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