articulate the role of the financial sector in the macroeconomic baseline, and to integrate the financial sector into the risk … with an assessment of macro-critical risks including systemic risk, and to deepen the analysis of outward spillovers. Staff …

This technical note on Mexico’s Financial Sector Assessment Program update presents an overview of the risk management … in the assessment of the resilience of the financial system to a set of key risks. These scenarios complement other risk … management practices such as liquidity risk and contagion analysis carried out by the relevant supervisors …

effectively and efficiently. To address systemic liquidity risk in the context of official dollarization, the Banco Central de … strengthened. Appropriate roles and formal mechanisms to monitor and manage systemic risk and events should be put in place … measurement of systemic risk have not yet been established. Furthermore, coordination with foreign supervisors of international …

assess the sensitivity of banks and insurance companies to single-factor shocks to risk types affecting solvency and … liquidity position of institutions. The mission recommends that future STs should be risk-based and that macroprudential …