国际清算银行-拉丁美洲跨境危机模拟演习（英）

Financial Stability Institute Occasional Paper No 22 Cross-border Crisis Simulation Exercise in Latin America By Financial Stability Institute September 2024 JEL classification: G01, G21, G28, G33 Keywords: crisis simulation exercise, crisis management, bank resolution, cross-border cooperation, information-sharing, resolution funding This report was jointly prepared by members of the Financial Stability Institute (FSI) of the Bank for International Settlements (BIS) and consultants from Oliver Wyman. The views expressed in this report do not necessarily reflect those of the BIS or the Basel-based committees. Authorised by the Chair of the FSI, Fernando Restoy. This publication is available on the BIS website (www.bis.org). To contact the BIS Global Media and Public Relations team, please email media@bis.org. You can sign up for email alerts at www.bis.org/emailalerts.htm. © Bank for International Settlements 2024. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISSN 1020-9999 (online) Cross-border crisis simulation exercise in Latin America 1 Abstract In February 2024, the Financial Stability Institute (FSI) of the BIS, with the support of experts from the advisory firm Oliver Wyman, conducted a cross-border Crisis Simulation Exercise (CSE) involving authorities with responsibilities for crisis response and bank failure management from seven jurisdictions in Latin America: Costa Rica, the Dominican Republic, Ecuador, Guatemala, Honduras, Mexico and Peru. During the CSE, participants responded to events in a fictional scenario that modelled the increasing financial distress and eventual failure of a regionally systemic cross-border banking group. The objective of the exercise was to provide an opportunity for authorities to test their crisis management frameworks and arrangements for domestic and cross-border cooperation. This report was prepared by the FSI and consultants following the CSE. It sets out general observations about the conduct of the exercise, divided into three categories: cross-border cooperation, domestic inter-agency cooperation and resolution frameworks and tools. 2 Cross-border crisis simulation exercise in Latin America Contents Section 1 – Introduction ................................................................................................................................................................. 3 Section 2 – Observations and findings ..................................................................................................................................... 4 Overview ...................................................................................................................................................................................... 4 2.1 Cross-border cooperation ..............................................................................................................