Ireland : : Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System

• Record Nr.: UNINA9910136699503321
• Pubbl/distr/stampa: Washington, D.C. : , : International Monetary Fund, , 2016
• ISBN: 9781475542608; 1475542607
• Descrizione fisica: 1 online resource (72 pages) : illustrations, tables
• Collana: IMF Staff Country Reports
• Disciplina: 332.109417
• Soggetti: Banks and banking - State supervision - Ireland; Banks and banking - Risk management - Ireland; Banks and Banking; Finance: General; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Financial Institutions and Services: Government Policy and Regulation; General Financial Markets: Government Policy and Regulation; Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill; Banking; Finance; Financial services law & regulation; Commercial banks; Stress testing; Financial Sector Assessment Program; Credit risk; Financial institutions; Financial sector policy and analysis; Financial regulation and supervision; Liquidity stress testing; Banks and banking; Financial risk management; Financial services industry; Ireland
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di bibliografia: Includes bibliographical references.
• Sommario/riassunto: This Technical Note discusses the results of the stress testing carried out to examine the banking system in Ireland. These tests examined the resilience of the Irish banking system to solvency, liquidity, and contagion risks. The results revealed several sources of vulnerability, although these remain manageable at the macro level. The global liquidity stress tests reveal that some banks in the system would be exposed to liquidity risks in the event of large deposit withdrawals, under a more severe scenario than the Basel III Liquidity Coverage Ratio metrics. By contrast, additional counterbalancing capacity would allow banks to cope with net outflows in every maturity bucket.