Denmark : Financial Sector Assessment Program; Technical Note; Stress Testing.
This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory...
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| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2007.
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| Series: | IMF Staff Country Reports; Country Report ;
No. 2007/125 |
| Online Access: | Full text available on IMF |
| Summary: | This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory Agency (DFSA) and Danmarks Nationalbank (DNB). Two approaches-bottom-up and top-down-were employed in the analysis. Results of the stress test show that under changing macroeconomic conditions, credit risk could materialize, causing a substantial deterioration in banks' results. |
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| Item Description: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Physical Description: | 1 online resource (44 pages) |
| Format: | Mode of access: Internet |
| ISSN: | 1934-7685 |
| Access: | Electronic access restricted to authorized BRAC University faculty, staff and students |