France : Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector

Publication Date: July 01, 2013
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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. 13/185
Subject(s): Stress testing | Banking sector | Liquidity | External shocks | Financial Sector Assessment Program | France

Publication Date: July 01, 2013
ISBN/ISSN: 9781616358556/1934-7685 Format: Paper
Stock No: 1FRAEA2013007 Pages: 71
US$18.00 (Academic Rate:
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