{
  "title": "Norway: Financial Sector Assessment Program-Technical Note- Stress Testing the Banking Sector",
  "publication": "IMF Staff Country Reports, September 17, 2015",
  "sourceUrl": "https://www.imf.org/en/publications/cr/issues/2016/12/31/norway-financial-sector-assessment-program-technical-note-stress-testing-the-banking-sector-43271",
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  "summary": "This Technical Note discusses results of banking sector stress tests on Norway. The Norwegian banking sector is generally well prepared to cope with possible external shocks, but imbalances have built up in recent years and could pose challenges.",
  "publishDate": "2015-09-17",
  "series": "IMF Staff Country Reports",
  "sections": [
    {
      "heading": "Key findings from the stress-testing exercise",
      "content": "- The Norwegian banking sector is generally well prepared to cope with possible external shocks.\n- Imbalances have built up in recent years and could pose challenges.\n- The stress-testing exercise included a comprehensive analysis of solvency and liquidity risks in the banking sector.\n- Stress test results show that while the banking sector is highly resilient, it could experience challenges in case of severe macroeconomic shocks, as assumed in the adverse scenarios.\n- The stress tests illustrate that the banking system remains vulnerable to liquidity risks, due in part to scarce liquidity buffers in Norwegian krone."
    },
    {
      "heading": "Analytical scope and focus areas",
      "content": "- Solvency risk analysis across the aggregate banking sector.\n- Liquidity risk analysis, including FX liquidity position and NOK liquidity buffer assessment.\n- Use of stress-testing tools to evaluate bank losses, asset haircuts, and asset portfolio vulnerabilities.\n- Consideration of credit and credit risk, including mortgage company exposures and IRB model implications."
    },
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      "heading": "Subjects and keywords emphasized",
      "content": "- Banking, Commercial banks, Credit, Credit risk, Financial regulation and supervision, Financial Sector Assessment Program, Financial sector policy and analysis, Financial stability assessment, Money, Stress testing\n- Keywords featured in the analysis: aggregate banking sector assets; asset haircut; asset portfolio; bank loss; CR; Credit; credit risk; Financial Sector Assessment Program; Financial stability assessment; FSAP team; FX liquidity position; Global; IRB model; ISCR; liquidity risk; liquidity stress tests; mortgage company; Stress testing"
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      "content": "- Publication date: September 17, 2015\n- Pages: 49\n- Volume: 2015\n- Issue: 258\n- Series: Country Report No. 2015/258\n- DOI: https://doi.org/10.5089/9781513586700.002\n- Stock No: 1NOREA2015009\n- ISBN: 9781513586700\n- ISSN: 1934-7685\n\nInternational Monetary Fund. Monetary and Capital Markets Department \"Norway: Financial Sector Assessment Program-Technical Note- Stress Testing the Banking Sector\", IMF Staff Country Reports 2015, 258 (2015).\n\n---\n\n Content in this bundle\n\n- cr15258\n  - cr15258 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - cr15258 (PDF){rel=\"external\" type=\"application/pdf\"}\n\n---\n\nSource: https://www.imf.org/en/publications/cr/issues/2016/12/31/norway-financial-sector-assessment-program-technical-note-stress-testing-the-banking-sector-43271"
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    "Published: September 17, 2015",
    "Series: IMF Staff Country Reports",
    "DOI: https://doi.org/10.5089/9781513586700.002",
    "The Norwegian banking sector is generally well prepared to cope with possible external shocks.",
    "Imbalances have built up in recent years and could pose challenges.",
    "The stress-testing exercise included a comprehensive analysis of solvency and liquidity risks in the banking sector.",
    "Stress test results show that while the banking sector is highly resilient, it could experience challenges in case of severe macroeconomic shocks, as assumed in the adverse scenarios.",
    "The stress tests illustrate that the banking system remains vulnerable to liquidity risks, due in part to scarce liquidity buffers in Norwegian krone.",
    "Solvency risk analysis across the aggregate banking sector.",
    "Liquidity risk analysis, including FX liquidity position and NOK liquidity buffer assessment.",
    "Use of stress-testing tools to evaluate bank losses, asset haircuts, and asset portfolio vulnerabilities.",
    "Consideration of credit and credit risk, including mortgage company exposures and IRB model implications.",
    "Banking, Commercial banks, Credit, Credit risk, Financial regulation and supervision, Financial Sector Assessment Program, Financial sector policy and analysis, Financial stability assessment, Money, Stress testing",
    "Keywords featured in the analysis: aggregate banking sector assets; asset haircut; asset portfolio; bank loss; CR; Credit; credit risk; Financial Sector Assessment Program; Financial stability assessment; FSAP team; FX liquidity position; Global; IRB model; ISCR; liquidity risk; liquidity stress tests; mortgage company; Stress testing",
    "Publication date: September 17, 2015",
    "Pages: 49",
    "Volume: 2015",
    "Issue: 258",
    "Series: Country Report No. 2015/258",
    "DOI: https://doi.org/10.5089/9781513586700.002",
    "Stock No: 1NOREA2015009",
    "ISBN: 9781513586700",
    "ISSN: 1934-7685",
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