Nigeria : Publication of Financial Sector Assessment Program Documentation -- Technical Note on Stress Testing.

To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- an...

Popoln opis

Bibliografske podrobnosti
Korporativna značnica: International Monetary Fund. African Dept
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2013.
Serija:IMF Staff Country Reports; Country Report ; No. 2013/141
Online dostop:Full text available on IMF
Opis
Izvleček:To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- and multifactor shocks. The tests covered the entire Nigerian banking system and looked at the short-term horizon, in part because of data constraints. Sensitivity stress tests estimated the impact of changes in individual variables on banks' portfolios.
Opis knjige/članka:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Fizični opis:1 online resource (40 pages)
Format:Mode of access: Internet
ISSN:1934-7685
Dostop:Electronic access restricted to authorized BRAC University faculty, staff and students