Quantitative Assessment of a Financial System--Barbados

 
Author/Editor: Chase, Karen ; Greenidge, Kevin ; Moore, Winston ; Worrell, DeLisle
 
Publication Date: April 01, 2005
 
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
 
Summary: A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is stable and resilient to macroeconomic shocks of a type and magnitude that Barbados has experienced in the past.
 
Series: Working Paper No. 05/76
Subject(s): Financial stability | Barbados | Forecasting models

Author's Keyword(s): Financial stability | Caribbean
 
English
Publication Date: April 01, 2005
ISBN/ISSN: 1934-7073 Format: Paper
Stock No: WPIEA2005076 Pages: 20
Price:
US$15.00 (Academic Rate:
US$15.00 )
 
 
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