Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities
July 2, 2008
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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.
Subject: Banking, Credit, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Liquidity indicators, Loans, Market risk, Money, Stress testing
Keywords: bank profit, banks to the stress scenario, banks' calculation, CR, Credit, credit loss, Credit risk, für Arbeit und Wirtschaft und Österreichische Postsparkasse AG, Global, ISCR, Loans, Market risk, Österreichische Postsparkasse AG, profit net, Stress testing, TD analysis, TD approach, TD estimate, TD model, top-down analysis
Pages:
38
Volume:
2008
DOI:
Issue:
204
Series:
Country Report No. 2008/204
Stock No:
1AUTEA2008004
ISBN:
9781451802436
ISSN:
1934-7685
