国际货币基金组织：2024年日本金融部门评估计划系统性风险分析与压力测试技术说明报告（英文版）

This Technical Note discusses Systemic Risk Analysis and Stress Testing for the Japan Financial Sector Assessment Program (FSAP). The Japanese financial system stands at a critical juncture amid an evolving macroeconomic environment, facing, in particular, market risk and foreign currency (FX) liquidity risk. The FSAP assessed the financial sector’s resilience with a comprehensive scenario-based systemic risk analysis. The systemic risk analysis comprised a comprehensive set of stress testing