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stress test results broadly corroborated the identified vulnerabilities and quantified them. The climate risk analysis … well capitalized, although capital ratios are biased upward by large government paper holdings with zero risk weights. The … results of the solvency stress test corroborate that banks are less vulnerable to credit risk than they are to the impact of a …
Persistent link: https://www.econbiz.de/10015058739
other hand, exposures to transition risk are concentrated in the coal-based power generation sector and the government …
Persistent link: https://www.econbiz.de/10015060388
Persistent link: https://www.econbiz.de/10009625963
The FSAP team undertook a thorough top-down corporate and bank solvency, bank liquidity stress tests as well as analysis of interconnectedness using mid-2023 data. This note covers the methodology and results of the scenario-based solvency test, the single factor sensitivity analysis, the...
Persistent link: https://www.econbiz.de/10015327999
, especially in the high-risk mortgage segment with floating-rate loans. Securities portfolios in large banks are mostly held …
Persistent link: https://www.econbiz.de/10015080306
fully incorporate climate-related financial risks into their risk management frameworks in addition to their commendable …
Persistent link: https://www.econbiz.de/10015059200
This technical note on Iceland focuses on Stress Testing and Systemic Risk Analysis. The Financial Sector Assessment …
Persistent link: https://www.econbiz.de/10015059202
This technical assistance report discusses Cybersecurity Risk Supervision and Oversight in Sweden. Sweden's financial …
Persistent link: https://www.econbiz.de/10015059534
provided technical assistance on central bank risk management during the period August-September 2021. The mission comprised Mr … establish an Enterprise Risk Management (ERM) framework. The mission focused in particular on establishing a strengthened risk … culture throughout the organization, and strengthening risk governance - including the role of the CBSI's risk management unit …
Persistent link: https://www.econbiz.de/10015060027
The Philippines is a dynamic economy with a relatively smaller financial system than other Asian emerging market economies, dominated by banks. The total assets of the system amount to 126 percent of GDP. However, bank credit is just over 50 percent of GDP and mostly goes to nonfinancial...
Persistent link: https://www.econbiz.de/10015060387