Portugal: Financial Sector Assessment Program: Technical Note: Stress Testing
Electronic Access:
Free Download. Use the free Adobe Acrobat Reader to view this PDF file
Summary:
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.
Series:
Country Report No. 2007/034
Subject:
Banking Capital adequacy requirements Credit risk Financial regulation and supervision Financial sector policy and analysis Income Market risk National accounts Stress testing
English
Publication Date:
January 30, 2007
ISBN/ISSN:
9781451832266/1934-7685
Stock No:
1PRTEA2007004
Pages:
49
Please address any questions about this title to publications@imf.org