Romania : Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector.

This Technical Note discusses the results of systemic risk analysis and stress testing of Romania's financial sector. Although the Romanian banking sector has a strong initial capital position, banks are affected significantly by the realization of the shocks captured by the scenarios. The stre...

Descripción completa

Detalles Bibliográficos
Autor Corporativo: International Monetary Fund. Monetary and Capital Markets Department
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2018.
Colección:IMF Staff Country Reports; Country Report ; No. 2018/163
Acceso en línea:Full text available on IMF
LEADER 01899cas a2200241 a 4500
001 AALejournalIMF018546
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781484360729 
022 |a 1934-7685 
040 |a BD-DhAAL  |c BD-DhAAL 
110 2 |a International Monetary Fund.  |b Monetary and Capital Markets Department. 
245 1 0 |a Romania :   |b Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2018. 
300 |a 1 online resource (63 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 This Technical Note discusses the results of systemic risk analysis and stress testing of Romania's financial sector. Although the Romanian banking sector has a strong initial capital position, banks are affected significantly by the realization of the shocks captured by the scenarios. The stress test results indicate that an extreme but plausible adverse scenario would have a significant negative impact on the capital ratios of the banking system. Although the banking sector as a whole maintains capital ratios above the minimum regulatory requirements, several (smaller) banks prove vulnerable. The extreme adverse scenario reflects downside external risks as well as a domestic demand shock impacting private consumption and investment. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Country Reports; Country Report ;  |v No. 2018/163 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/002/2018/163/002.2018.issue-163-en.xml  |z IMF e-Library