IMF Staff Country Reports

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

May 28, 2013

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International Monetary Fund. African Dept. "Nigeria: Publication of Financial Sector Assessment Program Documentation––Technical Note on Stress Testing", IMF Staff Country Reports 2013, 141 (2013), accessed 12/16/2025, https://doi.org/10.5089/9781484350096.002

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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.

Subject: Banking, Commercial banks, Credit risk, Financial institutions, Financial markets, Financial regulation and supervision, Financial Sector Assessment Program, Financial sector policy and analysis, Interbank markets, Stress testing

Keywords: bank, bank capital, banking sector, banking system, borrowing bank, cash flow, Commercial banks, CR, Credit risk, Financial Sector Assessment Program, Global, guaranty trust bank, interbank market, Interbank markets, ISCR, lender bank, liquidity, liquidity pressure, liquidity risk, market liquidity shock, Nigerian bank, risk transfer risk, solvency risk, Stress testing, trigger bank

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