IMF Staff Country Reports

Slovak Republic: Financial Sector Assessment Program-Technical Note on Systemic Risk Analysis and Stress Testing

April 8, 2025

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International Monetary Fund. Monetary and Capital Markets Department "Slovak Republic: Financial Sector Assessment Program-Technical Note on Systemic Risk Analysis and Stress Testing", IMF Staff Country Reports 2025, 088 (2025), accessed May 19, 2025, https://doi.org/10.5089/9798229007306.002

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Summary

The Financial Sector Assessment Program (FSAP) for the Slovak Republic implemented an extensive analysis of systemic risks and assessed the resilience of the banking sector. It identified key vulnerabilities and evaluated sectoral exposures, assessed corporate and household risks, and banking sector solvency and liquidity risks, and explored interconnectedness and contagion risks.

Subject: Commercial banks, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Liquidity requirements, Loans, Solvency stress testing, Stress testing

Keywords: Bank solvency stress, Cash-flow Analysis, Central and Eastern Europe, Commercial banks, Coverage ratio, FSAP bank solvency stress tests, Global, Liquidity requirements, Loans, Solvency interaction, Solvency stress testing, Stress testing

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