France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector
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Summary:
This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would be able to meet regulatory ratios under most scenarios. Solvency stress tests indicate that banks could cope with deterioration in the economic environment while phasing in capital requirements under Capital Requirements Directive IV.
Series:
Country Report No. 2013/185
Subject:
Asset and liability management Banking Commercial banks Financial institutions Financial sector policy and analysis Liquidity Liquidity stress testing Solvency stress testing Stress testing
English
Publication Date:
July 1, 2013
ISBN/ISSN:
9781616358556/1934-7685
Stock No:
1FRAEA2013007
Pages:
71
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