Switzerland Technical Note Stress Testing The Banking System


Switzerland Technical Note Stress Testing The Banking System
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Switzerland


Switzerland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2014-09-03

Switzerland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-03 with Business & Economics categories.


This Technical Note on Stress Testing the Banking System on Switzerland summarizes the stress tests undertaken for the Swiss banking system as part of the 2013 Financial Sector Assessment Program (FSAP) Update. The objective of this exercise has been to assess the resilience of the banking system to major macroeconomic shocks and sources of risk. The stress tests focused on the banking system and covered almost the entire banking system. Systemic banks should continue the front-loaded build-up in capital buffers, which has contributed to their resilience to shocks. The results suggest that the two large banks should continue the front-loaded build-up in capital buffers, which has contributed to their resilience to shocks. Stress tests results for the two large systemic banks are sensitive to the definition of capital. Stress tests results suggest that banks in other banking categories are well capitalized. Notwithstanding important data limitations and relying on broad assumptions based on aggregate and partial information, stress tests show that capital ratios remain broadly adequate for most banks under all scenarios.



Switzerland


Switzerland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2019-06-27

Switzerland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-27 with Business & Economics categories.


Financial Sector Assessment Program; Technical Note-Stress Testing the Banking Sector



Switzerland


Switzerland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher:
Release Date : 2019

Switzerland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.


Financial Sector Assessment Program; Technical Note-Insurance Stress Testing.



Switzerland Financial Sector Assessment Program Technical Note Insurance Sector Stress Testing


Switzerland Financial Sector Assessment Program Technical Note Insurance Sector Stress Testing
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Author : International Monetary Fund
language : en
Publisher: INTERNATIONAL MONETARY FUND
Release Date : 2007-06-13

Switzerland Financial Sector Assessment Program Technical Note Insurance Sector Stress Testing written by International Monetary Fund and has been published by INTERNATIONAL MONETARY FUND this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-13 with categories.


This technical note discusses key findings of the insurance sector stress tests for Switzerland. The results suggest that there are market risks inside some Swiss insurance entities that may need focused attention. In particular, a moderate correction in share and property values, with interest rates ending somewhat lower than the prior cyclical lows, could cause distress to five out of nine life insurers, two of 12 nonlife insurers, and two of nine health insurers that participated in the 2006 Swiss Solvency Test (SST) field tests.



New Zealand


New Zealand
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2017-05-10

New Zealand written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-10 with Business & Economics categories.


This Technical Note discusses the results of stress testing of the banking sector and systemic risk analysis for New Zealand. The banking sector, which dominates the financial system, has significant exposure to real estate. A sharp decline in the real estate market, a prolonged period of low dairy prices, deterioration in global economic conditions, and a tightening in financial markets would adversely impact the system. Despite these risks, the banking system is resilient to severe shocks. Results of stress tests and sensitivity analysis indicate that the solvency and liquidity of the banking system can withstand adverse and severe shocks.



Switzerland


Switzerland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2019-06-27

Switzerland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-27 with Law categories.


Financial Sector Assessment Program; Technical Note-Selected Issues on Banking Supervision



Republic Of Poland


Republic Of Poland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2013-08-15

Republic Of Poland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-15 with Business & Economics categories.


This Technical Note discusses results of stress testing of the banking sector in Poland. The Polish banking system is well capitalized and liquid, as confirmed by stress tests results. Polish banks are, in aggregate, resilient even under severe adverse scenarios. Some small banks could fail to meet minimum regulatory capital and liquidity requirements in these scenarios, but with little impact on the overall banking system. Tests showed that only small banks, together representing up to 30 percent of the assets in the system, may have problems meeting the Basel III capital requirements in the recession scenarios.



Ireland


Ireland
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2016-09-29

Ireland written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-29 with Business & Economics categories.


This Technical Note discusses the results of the stress testing carried out to examine the banking system in Ireland. These tests examined the resilience of the Irish banking system to solvency, liquidity, and contagion risks. The results revealed several sources of vulnerability, although these remain manageable at the macro level. The global liquidity stress tests reveal that some banks in the system would be exposed to liquidity risks in the event of large deposit withdrawals, under a more severe scenario than the Basel III Liquidity Coverage Ratio metrics. By contrast, additional counterbalancing capacity would allow banks to cope with net outflows in every maturity bucket.



France


France
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2013-07-01

France written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-01 with Business & Economics categories.


This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would be able to meet regulatory ratios under most scenarios. Solvency stress tests indicate that banks could cope with deterioration in the economic environment while phasing in capital requirements under Capital Requirements Directive IV.



Czech Republic


Czech Republic
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2012-07-17

Czech Republic written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-17 with Business & Economics categories.


This technical note summarizes stress tests undertaken for the Czech banking system as part of the Financial Sector Assessment Program (FSAP) Update. The tests were tailored to capture the specificities of the Czech banking system, characterized by a high share of foreign-owned banks. The program addressed current market developments and medium-term structural trends. All banks were assessed against solvency, liquidity, and contagion risks. The solvency tests revealed that the Czech banking system is robust even against substantial shocks on a standalone basis.