Norway : Financial Sector Assessment Program-Technical Note- Stress Testing the Banking Sector
International Monetary Fund. Monetary and Capital Markets Department
This Technical Note discusses results of banking sector stress tests on Norway. The Norwegian banking sector is generally well prepared to cope with possible external shocks, but imbalances have built up in recent years and could pose challenges. The stress-testing exercise included a comprehensive analysis of solvency and liquidity risks in the banking sector. The stress test results show that while the banking sector is highly resilient, it could experience challenges in case of severe macroeconomic shocks, as assumed in the adverse scenarios. The stress tests also illustrate that the banking system remains vulnerable to liquidity risks, due in part to scarce liquidity buffers in Norwegian krone
Year of publication: |
2015
|
---|---|
Institutions: | International Monetary Fund. Monetary and Capital Markets Department ; International Monetary Fund. Monetary and Capital Markets Department (contributor) |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Norwegen | Norway | Finanzsektor | Financial sector | Risikomanagement | Risk management | Bank | Bankrisiko | Bank risk | Stresstest | Stress test |
Saved in:
freely available
Saved in favorites
Similar items by subject
-
The vulnerability trends of the banking sector of Bangladesh : a stress testing approach
Sarker, Niluthpaul, (2018)
-
United Kingdom : financial sector assessment program : financial system stability assessment
(2022)
-
(2021)
- More ...
Similar items by person