Italy: Financial Sector Assessment Program-Technical Note on Systemic Risk Analysis and Stress Testing

September 3, 2026

Summary

The Financial Sector Assessment Program (FSAP) for Italy conducted a comprehensive
assessment of systemic risks and the resilience of the banking sector. The analysis examined key vulnerabilities, sectoral exposures and risks related to corporates and households and included a detailed assessment of banks’ solvency and liquidity using a comprehensive stress testing framework. The FSAP also assessed cross‑sectoral and cross‑border interconnectedness, as well as large exposures, to identify potential contagion channels and risks arising from common exposures.

Subject: Asset and liability management, Credit, Financial institutions, Financial sector policy and analysis, Liquidity, Loans, Money, Stress testing

Keywords: banks liquidity indicator, IMF staff, market risk results, sensitivity analysis result, solvency stress test, staff team

Pages:
109
Volume:
2026
DOI:
https://doi.org/10.5089/9798229058049.002
Issue:
242
Series:
Country Report No. 2026/242
Stock No:
1ITAEA2026009
ISBN:
9798229058049
ISSN:
1934-7685

IMF’s Work

RESOURCES

TOPICS

Flagship Publications

Other Publications

IMF reports and publications by country

Regional Offices

ABOUT

TRAINING

PUBLICATIONS

All News

See Also

For Journalists

Press Center

RESOURCES

FLAGSHIPS

KEY SERIES

IMF NOTES

Loading component...

IMF Staff Country Reports