Austria : Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities

Author/Editor:

International Monetary Fund

Publication Date:

July 2, 2008

Electronic Access:

Free Full text (PDF file size is 425 KB).Use the free Adobe Acrobat Reader to view this PDF file

Summary:

This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS), indirect credit risk from foreign currency lending, and credit risk from domestic lending. The Austrian banking systems exhibits ample liquidity. In-depth discussions with the larger banks show that their modeling capacities vary.

Series:

Country Report No. 08/204

Subject:

English

Publication Date:

July 2, 2008

ISBN/ISSN:

9781451802436/1934-7685

Stock No:

1AUTEA2008004

Price:

$18.00 (Academic Rate:$18.00)

Format:

Paper

Pages:

38

Please address any questions about this title to publications@imf.org