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France Financial Sector Assessment Program-Technical Note on Stress Testing the Banking Sector

This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate cap...

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Bibliographic Details
Corporate Author: International Monetary Fund Monetary and Capital Markets Department
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2013
Series:IMF Staff Country Reports
Subjects:
Portfolio Choice
Micro Finance Institutions
Financial Institutions And Services: Government Policy And Regulation
Financial Risk Management
Liquidity Stress Testing
Banks
Stress Testing
Investment Decisions
Financial Institutions
Banking
Solvency Stress Testing
Financial Sector Policy And Analysis
Finance: General
Depository Institutions
Mortgages
Liquidity
Banks And Banking
Commercial Banks
Asset And Liability Management
Economics
Finance
France
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would be able to meet regulatory ratios under most scenarios. Solvency stress tests indicate that banks could cope with deterioration in the economic environment while phasing in capital requirements under Capital Requirements Directive IV.
Physical Description:71 pages
ISBN:9781616358556

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