Georgia: Financial Sector Assessment Program-Technical Note-Stress Testing and Financial Stability Analysis
September 30, 2021
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This note presents the results of banks’ stress tests carried out jointly by the NBG and the FSAP teams in the context of the 2021 FSAP. It describes the scope, methodology and results of a series of top-down stress tests carried out during January‒April 2021. At the request of the Georgian authorities, complementary bottom-up exercises were not implemented, on account of the operational challenges facing banks because of the COVID-19 pandemic.
Subject: Credit, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, International organization, Loan loss provisions, Loans, Monetary policy, Money, Stress testing
Keywords: capital markets Department, Credit, Credit risk, Global, interest coverage ratio, lender bank, Loan loss provisions, Loans, scenario Analysis, Sensitivity to market, staff team of the International Monetary Fund, stress test scenario, Stress testing
Pages:
56
Volume:
2021
DOI:
Issue:
221
Series:
Country Report No. 2021/221
Stock No:
1GEOEA2021005
ISBN:
9781557753595
ISSN:
1934-7685
