LEADER 05087nam 2200685 450 001 9910453597503321 005 20200520144314.0 010 $a1-4755-1438-7 010 $a1-4843-3088-9 010 $a1-4843-3118-4 035 $a(CKB)2550000001276690 035 $a(EBL)1676590 035 $a(SSID)ssj0001217744 035 $a(PQKBManifestationID)11726848 035 $a(PQKBTitleCode)TC0001217744 035 $a(PQKBWorkID)11208047 035 $a(PQKB)10213956 035 $a(MiAaPQ)EBC1676590 035 $a(Au-PeEL)EBL1676590 035 $a(CaPaEBR)ebr10861172 035 $a(CaONFJC)MIL598691 035 $a(OCoLC)878263379 035 $a(EXLCZ)992550000001276690 100 $a20140504h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCanada $efinancial sector assessment program stress testing, technical note /$fInternational Monetary Fund 210 1$aWashington, District of Columbia :$cInternational Monetary Fund,$d2014. 210 4$dİ2014 215 $a1 online resource (102 p.) 225 0 $aIMF Country Reports ;$vNumber 14/69 300 $aDescription based upon print version of record. 311 $a1-4755-2309-2 311 $a1-306-67440-9 320 $aIncludes bibliographical references. 327 $aCover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario 327 $a6. Trading Book Risk Parameters Under the Stress-test Scenario B. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications 327 $a4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST 327 $a14. Contribution to MCCSR Deviation from Baseline 10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income 327 $a22. IMF Top Down Model of Income Statement-Non-interest Expense 23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration 327 $a13. Outflows of BSL Metric-Run-off Rates Calibration 330 $aIn recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. 410 0$aIMF Staff Country Reports 606 $aFinance$zDeveloping countries$xEvaluation 606 $aInternational finance$zDeveloping countries 608 $aElectronic books. 615 0$aFinance$xEvaluation. 615 0$aInternational finance 676 $a332.1091724 712 02$aInternational Monetary Fund.$bMonetary and Capital Markets Department, 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910453597503321 996 $aCanada$9179841 997 $aUNINA