Israel : Technical Note on Stress Test of the Banking, Insurance and Pension Sectors

Publication Date: April 12, 2012
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Summary: A technical note on the stress test of Israel’s banking, insurance, and pension sectors is presented. The Israel Financial Sector Assessment Program Update stress testing exercise comprises a comprehensive analysis of solvency and liquidity risks of key banking and insurance institutions. Satellite models cover housing and corporate credit, household nonhousing credit, profit components, profit retention behavior, and haircut models of government and financial institution bonds. Single-factor tests have been conducted to estimate vulnerabilities to market risk and an idiosyncratic credit shock from exposures to the largest borrower groups and the three largest corporate borrowers.
Series: Country Report No. 12/88
Subject(s): Bank supervision | Banking sector | Financial Sector Assessment Program | Pension funds | Risk management

Publication Date: April 12, 2012
ISBN/ISSN: 9781475503197/1934-7685 Format: Paper
Stock No: 1ISREA2012010 Pages: 58
US$18.00 (Academic Rate:
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