Spain : financial system stability assessment

Online-Ressource (76 p)

col. ill

IMF staff country report ; no. 12/137

"May 30, 2012

Cover; Contents; Glossary; A; B; C; D; E; F; G; H; I; L; M; N; P; R; S; T; W; Executive Summary; Figures; 1. The Consolidation of the Banking Sector; Tables; 1. High Priority Recommendations; I. Introduction; II. Risks and Vulnerabilities in the Banking Sector; A. The Condition of the Financial Sector; B. Risks and Vulnerabilities; C. A Comprehensive Strategy to Address the Remaining Vulnerabilities; III. Strengthening the Supervision of the Financial Sector; A. Microprudential and Macroprudential Regulatory Infrastructure; B. Assessment of the Oversight Framework

C. Regulation and Supervision of the Banking SectorD. Supervision of Financial Market Infrastructures; E. Supervision of the Insurance Sector; F. Regulation of Securities Markets; IV. Crisis Management and Resolution; V. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); Boxes; 1. Sensitivity and Scenario Analyses of Household and Corporate Indebtedness; 2. Market Estimates of Bank Recapitalization Needs; 3. Analysis of Spillover Risk into the Domestic Banking System; 4. Covered Bond Markets; 2. Economic Developments

3. Market Shares of Credit Institutions as of End-20104. Structure of the Financial Sector; 5. Exposure of Credit Institutions to the Property Sector; 6. Sovereign Debt; 7. Banking Sector Developments; 8. Financial Market Indicators; 9. Banks' Plans for Complying with the Provisioning Requirements of Royal Decree Law 02/2012; 10. Interest Rates and Household Loans; 11. Macro Scenarios for the Solvency Stress Testing Exercise; 12. Overview of the Spain FSAP Update Stress Testing Exercise; 13. Banks' Foreign Exposures; 14. Structured Finance Market; 2. Main Economic Indicators

3. Support Measures for the Financial Sector4. Selected Financial Soundness Indicators for the Banking Sector; 5. Overview of Diagnostics and Stress Test Sample, as at End-2011; 6. Bank Profitability and Financial Soundness; 7. Funding Liquidity Sources of the Banking Sector; 8. Financial Soundness Indicators of the Non-banking Sectors; 9. Macroeconomic Scenarios for Solvency Stress Tests; 10. Solvency Stress Test Results, with RDL 02/2012 and RDL 18/2012Impact; 11. BdE Top Down Stress Test Results by Bank Grouping (Incorporating New Provisioning Requirements)

12. Joint Market-Implied Expected Losses Below13. Reverse Stress Tests of Liquidity Risk-5- and 30-Day Implied Cash Flow Analysis; 14. Liquidity Stress Test-Quasi-Basel III and Maturity Mismatch Analysis; Appendices; I. Risk Assessment Matrix; II. Stress Test Matrices; Appendix Tables; 15. Summary of Banking Sector Stress Tests: Solvency Risks; 16. Summary of Banking Sector Stress Tests: Detailed Assumptions for Testing Solvency Risk; 17. Summary of Banking Sector Stress Tests: Liquidity Risk; III. Details of Solvency Stress Test Methodologies and Assumptions

18. Impact of RDL 02/2012 and RDL 18/2012 on the Income Statement and Balance Sheet

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