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Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
| Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (105 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
| ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
| Record Nr. | UNINA-9910787667403321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Financial System Stability Assessment
| Belgium : : Financial System Stability Assessment |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (104 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Monetary policy - Belgium
Banks and Banking Finance: General Industries: Financial Services Insurance Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation Financial Institutions and Services: Government Policy and Regulation Insurance Companies Actuarial Studies Finance Banking Insurance & actuarial studies Insurance companies Commercial banks Solvency Stress testing Financial institutions Financial sector policy and analysis Banks and banking Debt Financial risk management |
| ISBN |
1-4843-4267-4
1-4843-7253-0 1-4843-4965-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12 7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910779768703321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
| Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (105 p.) |
| Disciplina | 332.152 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
| ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
| Record Nr. | UNINA-9910817680903321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Financial System Stability Assessment
| Belgium : : Financial System Stability Assessment |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (104 p.) |
| Disciplina | 332.152 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Monetary policy - Belgium
Banks and Banking Finance: General Industries: Financial Services Insurance Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation Financial Institutions and Services: Government Policy and Regulation Insurance Companies Actuarial Studies Finance Banking Insurance & actuarial studies Insurance companies Commercial banks Solvency Stress testing Financial institutions Financial sector policy and analysis Banks and banking Debt Financial risk management |
| ISBN |
1-4843-4267-4
1-4843-7253-0 1-4843-4965-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12 7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910807053303321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Building Monetary and Financial Systems : : Case Studies in Technical Assistance
| Building Monetary and Financial Systems : : Case Studies in Technical Assistance |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (358 p.) |
| Disciplina | 332.109172/4 |
| Soggetto topico |
Financial institutions - Developing countries
Monetary policy - Developing countries Technical assistance - Developing countries Banks and Banking Finance: General Foreign Exchange Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Monetary Policy Price Level Inflation Deflation Banking Finance Monetary economics Currency Foreign exchange Financial services law & regulation Commercial banks Inflation targeting Stress testing Banks and banking Financial risk management Monetary policy State supervision |
| ISBN |
1-4623-7346-1
1-4527-6449-2 1-283-53706-0 9786613849519 1-4519-7992-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Preface; Introduction; I. Starting to Build Institutions; 1. Building the National Bank of Rwanda's Monetary and Supervisory Functions; Figures; 1.1. Rwanda: The BNR's Interest Rate Corridor; 2. Modernizing the Central Bank of Congo; Tables; 2.1. Congo (Dem. Rep.): Economic and Financial Indicators: 1998-2005; 3. The Kyrgyz Republic: Challenges of Financial Sector Reforms; 3.1. Kyrgyz Republic: IMF Technical Assistance Delivery by Topic, 1992-2006; 3.2. Kyrgyz Republic: IMF Technical Assistance Topics, 1992-2006; Boxes
3.1. Kyrgyz Republic: Guiding Principles for Banking Resolution...444. Mongolia: Toward Risk-Based Bank Supervision in a Transition Economy; 5. Reconstructing Central Banking in War-Torn Liberia; 6. Kosovo: Establishing Institutions from Scratch; 6.1. Total Assets, Loans, and Deposits of Commercial Banks; 7. Banking Supervision in an Ongoing Conflict: The Case of Iraq; II. Implementing Monetary and Financial Policies; 8. Surveillance and Technical Assistance Working Together: Modernizing Monetary and Financial Policies in Guatemala; 8.1. Guatemala: Legal Central Bank Independence 8.2. Integration of Short-Term and Structural Forecasting Models9. Achieving Exchange Rate Flexibility: The Challenges of Egypt's Ongoing Experience; 9.1. Egypt: Official and Parallel Market Prices; 9.2. Monthly Average Turnover of the Interbank Foreign Exchange Market in Egypt, September 2004-March 2006; 9.3. Egypt: Pounds per US1, November 2004-May 2006; 10. From Fixed to Float in Bangladesh; 10.1. Bangladesh: Foreign Exchange Arrangements and Market Characteristics Prior to the Float; 10.2. Operational Requirements for a Market-Determined Foreign Exchange Regime 10.3. Establishing an Effective Interface with Markets: Modalities for Intervention10.1. Bangladesh: Selected Indicators; 11. Establishing and Managing a Petroleum Fund in Timor-Leste; 11.1. Timor-Leste Petroleum Fund: Chronology of Developments; 12. Enhancing Financial Stability Through Consolidated Supervision: The Case of the Philippines; 13. Albania: Stress Testing for Banking Supervisors; 13.1. Stress Test Exercises-General; 13.2. Stress Testing and Basel II; 13.1. Origins of Shocks to the Banking System; 13.1. Banks' Exposure to Different Risks 13.2. Exchange Regimes for Central and Eastern European Countries, 1999-200313.3. Share of Foreign Exchange Loans and Deposits, End- 2003; 13.3. Stress Testing at the Bank of Albania-Market Risk; 13.4. Credit Risk Stress Testing-An Example from the Bank of England; 14. Resolving the Banking Crisis in Uruguay; 14.1. Uruguay: Banking Soundness Indicators, 2001; 14.1. Reserve Coverage; 14.2. Uruguay: Total Government Assistance to Banks as of August 2002; 15. Preparing Financial Systems for a Human Influenza Pandemic; 16. Supervising Nonbank Financial Institutions 16.1. Overview of IMF Technical Assistance Involvement in NBFI Supervision |
| Record Nr. | UNINA-9910780743903321 |
| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Building Monetary and Financial Systems : : Case Studies in Technical Assistance
| Building Monetary and Financial Systems : : Case Studies in Technical Assistance |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (358 p.) |
| Disciplina | 332.109172/4 |
| Soggetto topico |
Financial institutions - Developing countries
Monetary policy - Developing countries Technical assistance - Developing countries Banks and Banking Finance: General Foreign Exchange Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Monetary Policy Price Level Inflation Deflation Banking Finance Monetary economics Currency Foreign exchange Financial services law & regulation Commercial banks Inflation targeting Stress testing Banks and banking Financial risk management Monetary policy State supervision |
| ISBN |
1-4623-7346-1
1-4527-6449-2 1-283-53706-0 9786613849519 1-4519-7992-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Preface; Introduction; I. Starting to Build Institutions; 1. Building the National Bank of Rwanda's Monetary and Supervisory Functions; Figures; 1.1. Rwanda: The BNR's Interest Rate Corridor; 2. Modernizing the Central Bank of Congo; Tables; 2.1. Congo (Dem. Rep.): Economic and Financial Indicators: 1998-2005; 3. The Kyrgyz Republic: Challenges of Financial Sector Reforms; 3.1. Kyrgyz Republic: IMF Technical Assistance Delivery by Topic, 1992-2006; 3.2. Kyrgyz Republic: IMF Technical Assistance Topics, 1992-2006; Boxes
3.1. Kyrgyz Republic: Guiding Principles for Banking Resolution...444. Mongolia: Toward Risk-Based Bank Supervision in a Transition Economy; 5. Reconstructing Central Banking in War-Torn Liberia; 6. Kosovo: Establishing Institutions from Scratch; 6.1. Total Assets, Loans, and Deposits of Commercial Banks; 7. Banking Supervision in an Ongoing Conflict: The Case of Iraq; II. Implementing Monetary and Financial Policies; 8. Surveillance and Technical Assistance Working Together: Modernizing Monetary and Financial Policies in Guatemala; 8.1. Guatemala: Legal Central Bank Independence 8.2. Integration of Short-Term and Structural Forecasting Models9. Achieving Exchange Rate Flexibility: The Challenges of Egypt's Ongoing Experience; 9.1. Egypt: Official and Parallel Market Prices; 9.2. Monthly Average Turnover of the Interbank Foreign Exchange Market in Egypt, September 2004-March 2006; 9.3. Egypt: Pounds per US1, November 2004-May 2006; 10. From Fixed to Float in Bangladesh; 10.1. Bangladesh: Foreign Exchange Arrangements and Market Characteristics Prior to the Float; 10.2. Operational Requirements for a Market-Determined Foreign Exchange Regime 10.3. Establishing an Effective Interface with Markets: Modalities for Intervention10.1. Bangladesh: Selected Indicators; 11. Establishing and Managing a Petroleum Fund in Timor-Leste; 11.1. Timor-Leste Petroleum Fund: Chronology of Developments; 12. Enhancing Financial Stability Through Consolidated Supervision: The Case of the Philippines; 13. Albania: Stress Testing for Banking Supervisors; 13.1. Stress Test Exercises-General; 13.2. Stress Testing and Basel II; 13.1. Origins of Shocks to the Banking System; 13.1. Banks' Exposure to Different Risks 13.2. Exchange Regimes for Central and Eastern European Countries, 1999-200313.3. Share of Foreign Exchange Loans and Deposits, End- 2003; 13.3. Stress Testing at the Bank of Albania-Market Risk; 13.4. Credit Risk Stress Testing-An Example from the Bank of England; 14. Resolving the Banking Crisis in Uruguay; 14.1. Uruguay: Banking Soundness Indicators, 2001; 14.1. Reserve Coverage; 14.2. Uruguay: Total Government Assistance to Banks as of August 2002; 15. Preparing Financial Systems for a Human Influenza Pandemic; 16. Supervising Nonbank Financial Institutions 16.1. Overview of IMF Technical Assistance Involvement in NBFI Supervision |
| Record Nr. | UNINA-9910815075103321 |
| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
| Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (102 p.) |
| Disciplina | 332.1091724 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Finance - Developing countries - Evaluation
International finance - Developing countries Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Financial services law & regulation Monetary economics Personal income Stress testing Credit risk Credit National accounts Financial sector policy and analysis Financial regulation and supervision Money Loans Financial institutions Financial risk management Banks and banking Income |
| ISBN |
1-4755-1438-7
1-4843-3088-9 1-4843-3118-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; 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
6. 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 4. 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 14. 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 22. 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 13. Outflows of BSL Metric-Run-off Rates Calibration |
| Record Nr. | UNINA-9910791044003321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
| Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (102 p.) |
| Disciplina | 332.1091724 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Finance - Developing countries - Evaluation
International finance - Developing countries Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Financial services law & regulation Monetary economics Personal income Stress testing Credit risk Credit National accounts Financial sector policy and analysis Financial regulation and supervision Money Loans Financial institutions Financial risk management Banks and banking Income |
| ISBN |
1-4755-1438-7
1-4843-3088-9 1-4843-3118-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; 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
6. 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 4. 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 14. 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 22. 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 13. Outflows of BSL Metric-Run-off Rates Calibration |
| Record Nr. | UNINA-9910828427703321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Denmark : : Detailed Assessment of Observance of the Basel Core Principles for Effective Banking Supervision
| Denmark : : Detailed Assessment of Observance of the Basel Core Principles for Effective Banking Supervision |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (230 p.) |
| Disciplina | 332.1 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - State supervision - Denmark
Finance - Denmark Banks and Banking Finance: General Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Financial services law & regulation Finance Monetary economics Market risk Operational risk Credit risk Stress testing Financial regulation and supervision Credit Money Financial sector policy and analysis Banks and banking Financial risk management |
| ISBN |
1-4983-9536-8
1-4983-4954-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; SUMMARY, KEY FINDINGS AND RECOMMENDATIONS; A. Executive Summary; B. Information on the Methodology Used for Assessment; C. Overview of Institutional Setting and Market Structure; D. Preconditions for Effective Banking Supervision; E. Main Findings; SUMMARY COMPLIANCE WITH THE BASEL CORE PRINCIPLES-DETAILED ASSESSMENTS; RECOMMENDED ACTION; TABLE; 1. Recommended Action Plan to Improve Compliance with the Basel Core Principles; AUTHORITIES RESPONSE TO THE ASSESSMENT; DETAILED ASSESSMENT; DETAILED ASSESSMENT OF COMPLIANCE WITH BASEL CORE PRINCIPLES
A. Supervisory Powers, Responsibilities and Functions B. Prudential Regulations and Requirements |
| Record Nr. | UNINA-9910788164003321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Denmark : : Detailed Assessment of Observance of the Basel Core Principles for Effective Banking Supervision
| Denmark : : Detailed Assessment of Observance of the Basel Core Principles for Effective Banking Supervision |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (230 p.) |
| Disciplina | 332.1 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - State supervision - Denmark
Finance - Denmark Banks and Banking Finance: General Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Financial services law & regulation Finance Monetary economics Market risk Operational risk Credit risk Stress testing Financial regulation and supervision Credit Money Financial sector policy and analysis Banks and banking Financial risk management |
| ISBN |
1-4983-9536-8
1-4983-4954-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; SUMMARY, KEY FINDINGS AND RECOMMENDATIONS; A. Executive Summary; B. Information on the Methodology Used for Assessment; C. Overview of Institutional Setting and Market Structure; D. Preconditions for Effective Banking Supervision; E. Main Findings; SUMMARY COMPLIANCE WITH THE BASEL CORE PRINCIPLES-DETAILED ASSESSMENTS; RECOMMENDED ACTION; TABLE; 1. Recommended Action Plan to Improve Compliance with the Basel Core Principles; AUTHORITIES RESPONSE TO THE ASSESSMENT; DETAILED ASSESSMENT; DETAILED ASSESSMENT OF COMPLIANCE WITH BASEL CORE PRINCIPLES
A. Supervisory Powers, Responsibilities and Functions B. Prudential Regulations and Requirements |
| Record Nr. | UNINA-9910828826903321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
