Nigeria : Publication of Financial Sector Assessment Program Documentation––Technical Note on Stress Testing

Publication Date: May 28, 2013
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Summary: To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- and multifactor shocks. The tests covered the entire Nigerian banking system and looked at the short-term horizon, in part because of data constraints. Sensitivity stress tests estimated the impact of changes in individual variables on banks’ portfolios.
Series: Country Report No. 13/141
Subject(s): Stress testing | Banking sector | Commercial banks | Credit risk | Bank supervision | Bank regulations | Risk management | Financial Sector Assessment Program | Nigeria

Publication Date: May 28, 2013
ISBN/ISSN: 9781484350096/1934-7685 Format: Paper
Stock No: 1NGAEA2013003 Pages: 40
US$18.00 (Academic Rate:
US$18.00 )
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