Montenegro: Financial Sector Assessment Program-Banking Sector Stress Testing-Technical Note
June 28, 2016
Download PDF
More Formats on IMF eLibrary
Order a Print CopySummary
The main objective of this technical note is to assess bank’s balance sheet and profits, solvency stress test, and liquidity stress test. The financial system in Montenegro is dominated by the banking sector. By the end of 2014, 12 licensed banks operated in Montenegro, with total banking sector assets amounting to 3.1 billion euros or 88 percent of total financial system assets and 92 percent of GDP. The stress-testing exercise is aimed to test the banking system’s resilience to extreme but plausible shocks. The stress test is a tool to assess the vulnerabilities of the banking system that may expose it to risks.
Subject: Banking, Commercial banks, Credit, Financial institutions, Financial sector policy and analysis, Loans, Money, Nonperforming loans, Stress testing
Keywords: a number of bank, bank, bank failure, bank network analysis, bank portfolio, capital, capital adequacy ratio, capital shortfall, Commercial banks, CR, Credit, EU bank, exposure loss, Global, ISCR, loan, Loans, Montenegro bank, Nonperforming loans, parent bank funding, percentage share, ratio projection, return on assets, Stress testing
Pages:
48
Volume:
2016
DOI:
Issue:
198
Series:
Country Report No. 2016/198
Stock No:
1MNEEA2016004
ISBN:
9781498325509
ISSN:
1934-7685
