Austria : Financial Sector Assessment Program Technical Note; Stress Testing and Short-Term Vulnerabilities.

This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent S...

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Dettagli Bibliografici
Ente Autore: International Monetary Fund
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2008.
Serie:IMF Staff Country Reports; Country Report ; No. 2008/204
Accesso online:Full text available on IMF
Descrizione
Riassunto:This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS), indirect credit risk from foreign currency lending, and credit risk from domestic lending. The Austrian banking systems exhibits ample liquidity. In-depth discussions with the larger banks show that their modeling capacities vary.
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Descrizione fisica:1 online resource (38 pages)
Natura:Mode of access: Internet
ISSN:1934-7685
Accesso:Electronic access restricted to authorized BRAC University faculty, staff and students