United States Financial Sector Assessment Program Stress Testing Technical Notes
DOWNLOAD
Download United States Financial Sector Assessment Program Stress Testing Technical Notes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get United States Financial Sector Assessment Program Stress Testing Technical Notes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
United States
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2015-07-07
United States 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 2015-07-07 with Business & Economics categories.
This Technical Note discusses key findings of stress testing on the United States under the Financial Sector Assessment Program. Several stress tests were used to quantify the potential impacts of risks and vulnerabilities in banking and non-banking sectors. The stress tests run by the authorities and by companies under the Dodd-Frank Act (DFA) suggest that most large bank holding companies (BHCs) are resilient to shocks similar to the last crisis. For BHCs, the IMF staff’s solvency stress tests over the initial stressed period are largely in line with the DFA stress testing results, and suggest that the system is generally robust, although some BHCs would fall below the hurdle rate in the stressed environment.
United States
DOWNLOAD
Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2010-07-29
United States 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 2010-07-29 with Business & Economics categories.
The stress testing analysis in the United States was based on publicly available information and on models that are subject to a considerable degree of uncertainty. The stress tests illustrate important vulnerabilities in the banking sector. It highlights the importance of macrofinancial linkages, and dependencies among the largest institutions. The results illustrate the high sensitivity of Bank Holding Company’s asset quality and capital positions. Market liquidity risks appear to have declined, although financial firms remain vulnerable to funding rollover risk. The life insurance sector is relatively resilient.
United States
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher:
Release Date : 2020-08-10
United States 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 2020-08-10 with categories.
The U.S. financial system is very large, well-diversified, and home to numerous financial institutions which are significant at a global scale. Eight Global Systemically Important Banks (G-SIBs) are incorporated in the U.S., as well as several other large financial institutions, such as asset managers, insurers, and money market funds. Assets of the financial system amounted to about US$100 trillion at end-2019 and accounted for 500 percent of GDP. While the eight G-SIBs dominate the U.S. banking landscape, banking system assets represent only about 22 percent of total financial system assets. The systemic risk assessment (including stress testing) of this FSAP reflect the highly diversified nature of the U.S. financial system and focuses on banks, mutual and money market funds, insurance companies as well as cross-institutional and cross-sectoral linkages and exposures.
United Kingdom
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2016-06-17
United Kingdom 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 2016-06-17 with Business & Economics categories.
This paper discusses how Financial Sector Assessment Program (FSAP) stress test assesses the resilience of the banking sector as a whole rather than the capital adequacy of individual institutions. The FSAP approach to stress testing is essentially macroprudential: it focuses on resilience of the broader financial system to adverse macro-financial conditions rather than on resilience of individual banks to specific shocks. This test ensures consistency in macroeconomic scenarios and metrics across firms to facilitate the assessment of the banking system as a whole. The stress test analysis is intended to help country authorities to identify key sources of systemic risk in the banking sector and inform macroprudential policies to enhance its resilience to absorb shocks.
Germany
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2016-06-29
Germany 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 2016-06-29 with Business & Economics categories.
This paper assesses Germany’s financial system and, in particular, its potential for spillover risk. The analysis comprises structural and financial statement analyses, detailed stress tests for banks and insurance companies, and spillover risk analysis. Solvency and liquidity stress tests cover all 1,776 banks operating in Germany, and insurance-sector analysis covers 93 percent of the life insurance sector in terms of the assets. Germany is highly interconnected through trade and financial channels. The total consolidated claims of German banks on foreign banks, nonbank private sector, and public sector stood at about $1.7 trillion in the second quarter of 2015, with the majority of cross-border exposures vis-à-vis France, Italy, the United Kingdom, and the United States.
New Zealand
DOWNLOAD
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.
Russian Federation Financial Sector Assessment Program
DOWNLOAD
Author : International Monetary Fund. European Dept.
language : en
Publisher: International Monetary Fund
Release Date : 2016-09-22
Russian Federation Financial Sector Assessment Program written by International Monetary Fund. European Dept. 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 2016-09-22 with Business & Economics categories.
This Technical Note discusses the results of the stress testing carried out as part of the 2016 Financial Sector Assessment Program for the Russian Federation. The stress tests focused on banks, reflecting the structure of the Russian financial sector, which is relatively small and bank dominated. The results showed that the banking system is likely to need additional capital. Even in the baseline scenario, certain banks will need new capital owing to low profitability and increasing credit losses. The required resources are higher in the stress scenarios, but remain manageable. If public funds are needed for recapitalization, there is sufficient fiscal space, provided that fiscal policy remains prudent.
Sweden
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2023-05-25
Sweden 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 2023-05-25 with Business & Economics categories.
Sweden’s financial system has weathered the COVID-19 pandemic well. Strong macro- fundamentals, regulatory capital buffers exceeding minimum requirements by a wide margin, ample liquidity reserves of banks, and prompt market liquidity support measures by the authorities helped the financial system exit the COVID-19 crisis without a significant impact on profitability, including loan portfolio losses.
Isle Of Man
DOWNLOAD
Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2009-09-14
Isle Of Man 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 2009-09-14 with Business & Economics categories.
This technical note presents stress testing of banking and insurance on the Isle of Man (IOM). The stress tests for the IOM Financial Sector Assessment Program Update have been designed to yield as comprehensive and detailed a picture as possible within the constraints of the approach and available data. Stress tests have been performed both by individual institutions based on the parameters and scenarios agreed between the authorities and IMF staff, and, at an aggregate level and in many instances, by the authorities themselves.
United States Financial Sector Assessment Program Systemic Risk Oversight And Management Technical Notes
DOWNLOAD
Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2015-07-07
United States Financial Sector Assessment Program Systemic Risk Oversight And Management Technical Notes 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 2015-07-07 with Business & Economics categories.
This Technical Note discusses the findings and recommendations made in the Financial Sector Assessment Program for the United States in the areas of systemic risk oversight and management. Significant steps have been taken by the U.S. authorities to reduce risks in a number of areas, but progress is most advanced in the area of banking sector resilience, and less so in other areas which play a major role in the financial system. Further actions are needed to address data gaps, resolve remaining impediments to data sharing, support coordination and consultation on prudential standards and regulations, enhance risk monitoring frameworks, and provide additional clarity on the nature and scale of identified emerging systemic threats.