Denmark: Financial Sector Assessment Program: Technical Note: Stress Testing
Electronic Access:
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Summary:
This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory Agency (DFSA) and Danmarks Nationalbank (DNB). Two approaches—bottom-up and top-down—were employed in the analysis. Results of the stress test show that under changing macroeconomic conditions, credit risk could materialize, causing a substantial deterioration in banks’ results.
Series:
Country Report No. 2007/125
Subject:
Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Market risk Money Stress testing
English
Publication Date:
March 23, 2007
ISBN/ISSN:
9781451811223/1934-7685
Stock No:
1DNKEA2007010
Pages:
44
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