Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing
November 10, 2020
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Much of the work of the FSAP was conducted prior to the COVID-19 outbreak. The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios. The original ‘market shock’ scenario explores additional risks that feature less prominently in the COVID scenarios.
Subject: Capital adequacy requirements, Carbon tax, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Loans, Mortgages, Stress testing, Taxes
Keywords: banking system, Capital adequacy requirements, carbon price, Carbon tax, cash flow, central bank, CR, credit risk, Global, ISCR, loan loss, Loans, money market, mortgage company, Mortgages, share index, Stress testing, swap line, time horizon, U.S. dollar
Pages:
72
Volume:
192020
DOI:
Issue:
295
Series:
Country Report No. 2020/295
Stock No:
1NOREA2020008
ISBN:
9781513560755
ISSN:
1934-7685
