Spain : Financial Sector Assessment Program: Technical Note: Stress Testing Methodology and Results

1ESPEA2006007 Image
Price:  $15.00

Release Date: © June, 2006
ISBN : 978-1-45181-219-0
Stock #: 1ESPEA2006007
Stock Status: On back-order

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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.


Banks and banking , Financial institutions and markets , Insurance , Loans

More publications in this series: IMF Staff Country Reports