{
  "title": "Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities",
  "publication": "IMF Staff Country Reports, July 2, 2008",
  "sourceUrl": "https://www.imf.org/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116",
  "canonical": "https://www.imf.org/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116",
  "overlayPath": "/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/index.md",
  "summary": "This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests.",
  "sections": [
    {
      "heading": "Overview and purpose",
      "content": "- Publication date: July 2, 2008\n- Format: IMF Staff Country Reports; Country Report No. 2008/204\n- Pages: 38\n- Volume: 2008\n- Issue: 204\n- DOI: https://doi.org/10.5089/9781451802436.002\n- Stock No: 1AUTEA2008004\n- ISBN: 9781451802436\n- ISSN: 1934-7685\n- Focus: Stress testing and short-term vulnerabilities of the Austrian banking system"
    },
    {
      "heading": "Key findings",
      "content": "- The Austrian banking system \"exhibits considerable resilience against shocks determined by stress tests.\"\n- Main sources of risk:\n  - Credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS).\n  - Indirect credit risk from foreign currency lending.\n  - Credit risk from domestic lending.\n- Liquidity position: \"The Austrian banking systems exhibits ample liquidity.\"\n- Modeling capacity: \"In-depth discussions with the larger banks show that their modeling capacities vary.\""
    },
    {
      "heading": "Subjects and thematic coverage",
      "content": "- Banking\n- Credit\n- Credit risk\n- Financial institutions\n- Financial regulation and supervision\n- Financial sector policy and analysis\n- Liquidity indicators\n- Loans\n- Market risk\n- Money\n- Stress testing"
    },
    {
      "heading": "Keywords (as listed)",
      "content": "- bank profit\n- banks to the stress scenario\n- banks' calculation\n- CR\n- Credit\n- credit loss\n- Credit risk\n- für Arbeit und Wirtschaft und Österreichische Postsparkasse AG\n- Global\n- ISCR\n- Loans\n- Market risk\n- Österreichische Postsparkasse AG\n- profit net\n- Stress testing\n- TD analysis\n- TD approach\n- TD estimate\n- TD model\n- top-down analysis"
    },
    {
      "heading": "Publication and access notes",
      "content": "- Series: Country Report No. 2008/204\n- Available formats: PDF and other formats on IMF eLibrary\n- Related program: IMF Staff Country Reports\n\nSource: Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities, IMF Staff Country Reports, July 2, 2008.\n\n---\n\n Content in this bundle\n\n- cr08204\n  - cr08204 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - cr08204 (PDF){rel=\"external\" type=\"application/pdf\"}"
    }
  ],
  "bullets": [
    "[Markdown version](/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/index.md)",
    "[Structured JSON version](/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/index.json)",
    "[Bundle manifest](/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/bundle-manifest.json)",
    "Published: July 2, 2008",
    "Series: IMF Staff Country Reports",
    "DOI: https://doi.org/10.5089/9781451802436.002",
    "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",
    "The Austrian banking system \"exhibits considerable resilience against shocks determined by stress tests.\"",
    "Main sources of risk:",
    "Liquidity position: \"The Austrian banking systems exhibits ample liquidity.\"",
    "Modeling capacity: \"In-depth discussions with the larger banks show that their modeling capacities vary.\"",
    "bank profit",
    "banks to the stress scenario",
    "banks' calculation",
    "CR",
    "credit loss",
    "für Arbeit und Wirtschaft und Österreichische Postsparkasse AG",
    "Global",
    "ISCR",
    "Österreichische Postsparkasse AG",
    "profit net",
    "TD analysis",
    "TD approach",
    "TD estimate",
    "TD model",
    "top-down analysis",
    "Series: Country Report No. 2008/204",
    "Available formats: PDF and other formats on IMF eLibrary",
    "Related program: IMF Staff Country Reports",
    "**_cr08204**"
  ],
  "related": [
    {
      "title": "_cr08204",
      "role": "document",
      "sourceUrl": "https://www.imf.org/-/media/websites/imf/imported-full-text-pdf/external/pubs/ft/scr/2008/_cr08204.pdf",
      "summary": {
        "path": "/-/media/websites/imf/imported-full-text-pdf/external/pubs/ft/scr/2008/_cr08204.pdf.md",
        "mime": "text/markdown"
      },
      "binary": {
        "path": "/-/media/websites/imf/imported-full-text-pdf/external/pubs/ft/scr/2008/_cr08204.pdf",
        "mime": "application/pdf"
      }
    }
  ],
  "alternates": {
    "markdown": "/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/index.md",
    "json": "/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/index.json",
    "bundleManifest": "/en/publications/cr/issues/2016/12/31/austria-financial-sector-assessment-program-technical-note-stress-testing-and-short-term-22116/bundle-manifest.json"
  },
  "generatedAtUtc": "2026-09-13T18:09:26.171Z"
}