Portugal : Financial Sector Assessment Program: Technical Note: Stress Testing

1PRTEA2007004 Image
Price:  $18.00

Release Date: © January, 2007
ISBN : 978-1-45183-226-6
Stock #: 1PRTEA2007004
English
Stock Status: On back-order

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Description

This technical note explains stress testing for Portugal’s financial sector. A core part of the banking stress tests was the bottom-up exercise implemented by individual institutions. The bottom-up stress tests focus only on the impact of expected losses on indicators of profitability and capitalization. The results are presented in terms of the actual solvency levels before and after the shock, allowing for an assessment of the capacity of banks to withstand the shocks.

Taxonomy

Financial institutions and markets , Insurance




More publications in this series: IMF Staff Country Reports