Kingdom of the Netherlands-Netherlands: Financial Sector Assessment Program:: Technical Note-Financial Stability and Stress Testing of the Banking, Household, and Corporate Sectors
IMF Staff Country Reports, April 13, 2017
Source details
- Canonical URL
- Kingdom of the Netherlands-Netherlands: Financial Sector Assessment Program:: Technical Note-Financial Stability and Stress Testing of the Banking, Household, and Corporate Sectors
Other formats
Bibliographic details
- Published: April 13, 2017
- Series: IMF Staff Country Reports
Summary
- Publication date: April 13, 2017
- This Technical Note discusses the findings and recommendations in the Financial Sector Assessment Program for the Netherlands on financial stability and stress testing of the banking, household, and corporate sectors.
- Main high-level conclusion: The Dutch banking system appears resilient to risks.
Stress testing findings
- Stress test results indicate that a scenario of extreme adverse macroeconomic conditions would have a significant negative impact on Basel III fully loaded capital ratios.
- Despite the significant negative impact under the extreme adverse scenario, all banks would maintain capital ratios above minimum regulatory requirements.
- Results for the leverage ratio show that a significant bank could fall just below the fully loaded minimum 3 percent hurdle.
Subjects and keywords (as listed)
- Subject: Banking, Financial institutions, Financial sector policy and analysis, Housing prices, Income, Loans, Mortgages, National accounts, Prices, Stress testing
- Keywords: asset density, banking sector, cash flow, CR, current liabilities, Europe, Global, Housing prices, hurdle rate, Income, interest rate, interest rate shock, ISCR, Loans, low income, LTV ratio, money market interest rate, mortgage interest rate, Mortgages, negative equity, return on equity, sensitivity analysis, Stress testing, yield curve
Content in this bundle
- Country Report