Franklin

Portugal [electronic resource] : Financial Sector Assessment Program: Technical Note: Stress Testing.

Author/Creator:
International Monetary Fund
Publication:
Washington, D.C. : International Monetary Fund, 2007.
Series:
IMF eLibrary
IMF Staff Country Reports; Country Report No. 07/34.
IMF Staff Country Reports; Country Report No. 07/34
Format/Description:
Government document
Book
1 online resource (49 p.)
Local subjects:
Bank portfolios.
Banking.
Banking institutions.
Banking insurance.
Banking sector.
Banking supervision.
Banking system.
Banking system assets.
Banking systems.
Banks balance sheets.
Banks solvency.
Capital.
Capital accounts.
Capital adequacy.
Capital adequacy formula.
Capital adequacy ratio.
Capital increase.
Capital losses.
Capital markets.
Capital ratio.
Capital requirement.
Debt securities.
Discount rates.
Equity exposure.
Equity investments.
Equity method.
Equity prices.
Financial risk.
Financial Sector Assessment Program.
Foreign exchange.
International capital.
International capital markets.
Liquidity.
Present value.
Probability of default.
Retained earnings.
Return on assets.
Return on equity.
Securities markets.
Stock market.
Subordinated debt.
Subsidiaries.
Tier 1 capital.
Portugal.
Summary:
This technical note explains stress testing for Portugal’s financial sector. A core part of the banking stress tests was the bottom-up exercise implemented by individual institutions. The bottom-up stress tests focus only on the impact of expected losses on indicators of profitability and capitalization. The results are presented in terms of the actual solvency levels before and after the shock, allowing for an assessment of the capacity of banks to withstand the shocks.
Notes:
Description based on print version record.
Contributor:
International Monetary Fund
Other format:
Print Version:
ISBN:
1451832265:
9781451832266
ISSN:
1934-7685
Publisher Number:
10.5089/9781451832266.002
Access Restriction:
Restricted for use by site license.
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