Spain [electronic resource] : Financial Sector Assessment Program: Technical Note: Stress Testing Methodology and Results.
- Washington, D.C. : International Monetary Fund, 2006.
- IMF eLibrary
IMF Staff Country Reports; Country Report No. 06/216.
IMF Staff Country Reports; Country Report No. 06/216
- Government document
1 online resource (48 p.)
- Local subjects:
- Banking systems.
Cash flow projection.
Financial Sector Assessment Program.
Future cash flows.
Interest rate risk.
International capital markets.
Life insurance policies.
Stock market indexes.
Stock market prices.
Valuation of assets.
Valuation of liabilities.
- This report presents a description of the stress test exercises for Spain’s banking and insurance systems. The exercises were carried out in the context of the Financial Sector Assessment Program with the aim of assessing the resilience of the financial system to key risks. It describes the coverage of the exercises, the risks considered, the magnitude of the shocks to the risk factors, the models and instruments, and the results. It presents the stress test methodology and also the stress tests for the banking system and insurance.
- Description based on print version record.
- International Monetary Fund
- Other format:
- Print Version:
- Publisher Number:
- Access Restriction:
- Restricted for use by site license.
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