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Spain [electronic resource] : Financial Sector Assessment Program: Technical Note: Stress Testing Methodology and Results.

Author/Creator:
International Monetary Fund
Publication:
Washington, D.C. : International Monetary Fund, 2006.
Series:
IMF eLibrary
IMF Staff Country Reports; Country Report No. 06/216.
IMF Staff Country Reports; Country Report No. 06/216
Format/Description:
Government document
Book
1 online resource (48 p.)
Local subjects:
Banking systems.
Bond.
Bond estimator.
Bond issuance.
Bond spreads.
Bondholders.
Bonds.
Capital markets.
Cash flow.
Cash flow projection.
Cash flows.
Commercial banks.
Corporate bond.
Corporate bonds.
Credit institutions.
Derivative.
Discount rate.
Discounting.
Equity markets.
Financial markets.
Financial sector.
Financial Sector Assessment Program.
Financial stability.
Financial statements.
Financial system.
Financial systems.
Future cash flows.
Government bond.
Hedging.
Hedging strategies.
Insurance companies.
Interest rate risk.
Interest rates.
International banks.
International capital.
International capital markets.
Life insurance.
Life insurance policies.
Life insurers.
Nominal depreciation.
Option valuation.
Overvaluation.
Present value.
Savings banks.
Stock market.
Stock market indexes.
Stock market prices.
Stock markets.
Treasury bond.
Treasury bonds.
Valuation of assets.
Valuation of liabilities.
Spain.
Summary:
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.
Notes:
Description based on print version record.
Contributor:
International Monetary Fund
Other format:
Print Version:
ISBN:
1451812191:
9781451812190
ISSN:
1934-7685
Publisher Number:
10.5089/9781451812190.002
Access Restriction:
Restricted for use by site license.
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