Panama: Technical Assistance Report-Follow-Up on Stress Testing – Parts 2 and 3
Technical Assistance Reports, September 4, 2024
Source details
- Canonical URL
- Panama: Technical Assistance Report-Follow-Up on Stress Testing – Parts 2 and 3
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Bibliographic details
- Published: September 4, 2024
- Series: Technical Assistance Reports
- DOI: https://doi.org/10.5089/9798400287541.019
Summary of mission activities
- During two visits in 2023-24, the IMF mission implemented a set of recommendations made by a previous technical assistance mission in May 2022 aimed at improving the solvency stress model of the Superintendency of Banks, Panama (SBP).
- The mission provided training on the design of a cash flow-based liquidity stress tool and on a system-level liquidity stress testing methodology.
- During a follow-up mission, work was carried out on market risk and corporate risk.
- The methodology for the liquidity stress test used during the 2023 Financial Sector Assessment Program (FSAP) with Panama was anchored at the SBP.
Technical content and tools addressed
- Solvency stress model improvements for the Superintendency of Banks, Panama (SBP).
- Cash flow-based liquidity stress tool: design training provided.
- System-level liquidity stress testing methodology: training and anchoring at SBP, consistent with the 2023 FSAP application.
- Market risk: follow-up work undertaken.
- Corporate risk: follow-up work undertaken.
Subjects and keywords (as listed)
- Asset and liability management
- Balance of payments
- Financial regulation and supervision
- Financial sector policy and analysis
- Liquidity
- Liquidity stress testing
- Market risk
- Portfolio investment
- Stress testing
Keywords:
- B. Training in liquidity Stress tool
- bank stress testing
- banking supervision and regulation
- cash flow
- corporate stress testing
- coverage ratio
- deposit-taking institutions
- financial stability
- IMF's Monetary
- Liquidity
- liquidity risk
- Liquidity stress testing
- Market risk
- market risk Stress tool
- market risk.
- Panama
- Portfolio investment
- solvency risk
- Stress testing
- Superintendency of Banks Panama
- systemic risk