Denmark; Financial Sector Assessment Program: Technical Note: Stress Testing
This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory Agency (DFSA) and Danmarks Nationalbank (DNB). Two approaches—bottom-up and top-down—were employed in the analysis. Results of the stress test show that under changing macroeconomic conditions, credit risk could materialize, causing a substantial deterioration in banks’ results.
Year of publication: |
2007-03-23
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Institutions: | International Monetary Fund (IMF) ; International Monetary Fund |
Subject: | Banking systems | Credit risk | Financial institutions | Financial Sector Assessment Program | Financial systems | Income | Profits | credit | prices | banking | foreign exchange | capital adequacy | probability of default | banking system | interbank market | stress testing | capital adequacy ratio | capital base | banking institutions | pricing | shares | payment systems | banking sector | excess liquidity | collateral | confidentiality | national bank | banks ? assets | tier 1 capital | bank subsidiary | payments | banks ? loan | amortization | banking crises | banking crisis | pension funds | refinancing | retained earnings | bank regulation | banking sector stability | nonperforming loan |
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