{
  "title": "Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing",
  "publication": "IMF Staff Country Reports, November 10, 2020",
  "sourceUrl": "https://www.imf.org/en/publications/cr/issues/2020/11/10/norway-financial-sector-assessment-program-technical-note-risk-analysis-and-stress-testing-49873",
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  "summary": "Much of the work of the FSAP was conducted prior to the COVID-19 outbreak. The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios.",
  "sections": [
    {
      "heading": "Overview and scope",
      "content": "- Much of the work of the FSAP was conducted prior to the COVID-19 outbreak.\n- The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios.\n- The original \"market shock\" scenario explores additional risks that feature less prominently in the COVID scenarios."
    },
    {
      "heading": "Main analytical elements",
      "content": "- Integration of pre-COVID FSAP analysis with COVID-19-specific stress scenarios.\n- Two separate COVID-19 crisis scenarios used to quantify impacts on bank solvency.\n- A distinct \"market shock\" scenario retained to capture risks not emphasized in the COVID scenarios."
    },
    {
      "heading": "Key thematic areas covered",
      "content": "- Capital adequacy requirements\n- Financial institutions\n- Financial regulation and supervision\n- Financial sector policy and analysis\n- Loans and loan loss dynamics\n- Mortgages and mortgage companies\n- Stress testing methodologies\n- Taxes and carbon tax considerations\n- Market and liquidity conditions (share index, money market, swap line, U.S. dollar exposures)"
    },
    {
      "heading": "Keywords and risk factors highlighted",
      "content": "- banking system, Capital adequacy requirements, carbon price, Carbon tax\n- cash flow, central bank, CR, credit risk, Global, ISCR\n- loan loss, Loans, money market, mortgage company, Mortgages\n- share index, Stress testing, swap line, time horizon, U.S. dollar\n\nInternational Monetary Fund. Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing. November 10, 2020.\n\n---\n\n Content in this bundle\n\n- 1norea2020008\n  - 1norea2020008 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - 1norea2020008 (PDF){rel=\"external\" type=\"application/pdf\"}"
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    "Published: November 10, 2020",
    "Series: IMF Staff Country Reports",
    "DOI: https://doi.org/10.5089/9781513560755.002",
    "Much of the work of the FSAP was conducted prior to the COVID-19 outbreak.",
    "The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios.",
    "The original \"market shock\" scenario explores additional risks that feature less prominently in the COVID scenarios.",
    "Integration of pre-COVID FSAP analysis with COVID-19-specific stress scenarios.",
    "Two separate COVID-19 crisis scenarios used to quantify impacts on bank solvency.",
    "A distinct \"market shock\" scenario retained to capture risks not emphasized in the COVID scenarios.",
    "Market and liquidity conditions (share index, money market, swap line, U.S. dollar exposures)",
    "banking system, Capital adequacy requirements, carbon price, Carbon tax",
    "cash flow, central bank, CR, credit risk, Global, ISCR",
    "loan loss, Loans, money market, mortgage company, Mortgages",
    "share index, Stress testing, swap line, time horizon, U.S. dollar",
    "**1norea2020008**"
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