Quantitative Assessment of a Financial System-Barbados.

A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the fore...

Ausführliche Beschreibung

Bibliographische Detailangaben
Körperschaft: International Monetary Fund
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2005.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2005/076
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung:A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is stable and resilient to macroeconomic shocks of a type and magnitude that Barbados has experienced in the past.
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Beschreibung:1 online resource (20 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Zugangseinschränkungen:Electronic access restricted to authorized BRAC University faculty, staff and students