Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities
IMF Staff Country Reports, July 2, 2008
Source details
- Canonical URL
- Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities
Other formats
Bibliographic details
- Published: July 2, 2008
- Series: IMF Staff Country Reports
- DOI: https://doi.org/10.5089/9781451802436.002
Overview and purpose
- Publication date: July 2, 2008
- Format: IMF Staff Country Reports; Country Report No. 2008/204
- Pages: 38
- Volume: 2008
- Issue: 204
- DOI: https://doi.org/10.5089/9781451802436.002
- Stock No: 1AUTEA2008004
- ISBN: 9781451802436
- ISSN: 1934-7685
- Focus: Stress testing and short-term vulnerabilities of the Austrian banking system
Key findings
- The Austrian banking system "exhibits considerable resilience against shocks determined by stress tests."
- Main sources of risk:
- Credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS).
- Indirect credit risk from foreign currency lending.
- Credit risk from domestic lending.
- Liquidity position: "The Austrian banking systems exhibits ample liquidity."
- Modeling capacity: "In-depth discussions with the larger banks show that their modeling capacities vary."
Subjects and thematic coverage
- Banking
- Credit
- Credit risk
- Financial institutions
- Financial regulation and supervision
- Financial sector policy and analysis
- Liquidity indicators
- Loans
- Market risk
- Money
- Stress testing
Keywords (as listed)
- bank profit
- banks to the stress scenario
- banks' calculation
- CR
- Credit
- credit loss
- Credit risk
- für Arbeit und Wirtschaft und Österreichische Postsparkasse AG
- Global
- ISCR
- Loans
- Market risk
- Österreichische Postsparkasse AG
- profit net
- Stress testing
- TD analysis
- TD approach
- TD estimate
- TD model
- top-down analysis
Publication and access notes
- Series: Country Report No. 2008/204
- Available formats: PDF and other formats on IMF eLibrary
- Related program: IMF Staff Country Reports
Source: Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities, IMF Staff Country Reports, July 2, 2008.