Spain : Financial Sector Assessment Program; Technical Note; Stress Testing Methodology and Results.

This report presents a description of the stress test exercises for Spain's banking and insurance systems. The exercises were carried out in the context of the Financial Sector Assessment Program with the aim of assessing the resilience of the financial system to key risks. It describes the cov...

Szczegółowa specyfikacja

Opis bibliograficzny
Korporacja: International Monetary Fund
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2006.
Seria:IMF Staff Country Reports; Country Report ; No. 2006/216
Dostęp online:Full text available on IMF
Opis
Streszczenie:This report presents a description of the stress test exercises for Spain's banking and insurance systems. The exercises were carried out in the context of the Financial Sector Assessment Program with the aim of assessing the resilience of the financial system to key risks. It describes the coverage of the exercises, the risks considered, the magnitude of the shocks to the risk factors, the models and instruments, and the results. It presents the stress test methodology and also the stress tests for the banking system and insurance.
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Opis fizyczny:1 online resource (48 pages)
Format:Mode of access: Internet
ISSN:1934-7685
Ograniczenie dostępu:Electronic access restricted to authorized BRAC University faculty, staff and students