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...

ver descrição completa

Detalhes bibliográficos
Autor Corporativo: International Monetary Fund. African Dept
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2013.
Colecção:IMF Staff Country Reports; Country Report ; No. 2013/141
Acesso em linha:Full text available on IMF
LEADER 01667cas a2200241 a 4500
001 AALejournalIMF013592
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781484350096 
022 |a 1934-7685 
040 |a BD-DhAAL  |c BD-DhAAL 
110 2 |a International Monetary Fund.  |b African Dept. 
245 1 0 |a Nigeria :   |b Publication of Financial Sector Assessment Program Documentation -- Technical Note on Stress Testing. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2013. 
300 |a 1 online resource (40 pages) 
490 1 |a IMF Staff Country Reports 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Country Reports; Country Report ;  |v No. 2013/141 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/002/2013/141/002.2013.issue-141-en.xml  |z IMF e-Library