Bulgaria : Financial Sector Assessment Program: Technical Note-Risk Assessment and Stress Test of the Banking System.

This Technical Note discusses results of risk assessment and stress tests (ST) of the banking system in Bulgaria. ST results reveal that the Bulgarian banking system is vulnerable to the extreme realization of internal and external risks coupled with the need to clean the balance sheets from nonperf...

詳細記述

書誌詳細
団体著者: International Monetary Fund. Monetary and Capital Markets Department
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2017.
シリーズ:IMF Staff Country Reports; Country Report ; No. 2017/200
オンライン・アクセス:Full text available on IMF
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245 1 0 |a Bulgaria :   |b Financial Sector Assessment Program: Technical Note-Risk Assessment and Stress Test of the Banking System. 
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490 1 |a IMF Staff Country Reports 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a This Technical Note discusses results of risk assessment and stress tests (ST) of the banking system in Bulgaria. ST results reveal that the Bulgarian banking system is vulnerable to the extreme realization of internal and external risks coupled with the need to clean the balance sheets from nonperforming loans (NPLs). In the baseline scenario, characterized by a modest economic growth and decline in unemployment, as well as stable and low interest rates, two banks-including a systemic one-exhibit weakness in terms of capital buffers to cope with accumulated losses in the past. These banks also experience substantial increase in their NPLs as a result of the asset quality review adjustment. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Country Reports; Country Report ;  |v No. 2017/200 
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