Denmark Financial Sector Assessment Program: Technical Note: Stress Testing

This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory...

Full description

Bibliographic Details
Corporate Author: International Monetary Fund
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2007
Series:IMF Staff Country Reports
Subjects:
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
LEADER 02576nmm a2200601 u 4500
001 EB000931667
003 EBX01000000000000000725263
005 00000000000000.0
007 cr|||||||||||||||||||||
008 150128 ||| eng
020 |a 9781451811223 
245 0 0 |a Denmark  |b Financial Sector Assessment Program: Technical Note: Stress Testing 
260 |a Washington, D.C.  |b International Monetary Fund  |c 2007 
300 |a 44 pages 
651 4 |a Denmark 
653 |a Depository Institutions 
653 |a Credit 
653 |a Banks 
653 |a Finance 
653 |a Banks and banking 
653 |a Industries: Financial Services 
653 |a Financial sector policy and analysis 
653 |a Monetary economics 
653 |a Financial institutions 
653 |a Value of Firms 
653 |a Monetary Policy, Central Banking, and the Supply of Money and Credit: General 
653 |a Micro Finance Institutions 
653 |a Financial Institutions and Services: Government Policy and Regulation 
653 |a Mortgages 
653 |a Money 
653 |a Loans 
653 |a Market risk 
653 |a Financial risk management 
653 |a Credit risk 
653 |a Capital and Ownership Structure 
653 |a Goodwill 
653 |a Banks and Banking 
653 |a Financial regulation and supervision 
653 |a Banking 
653 |a Financial Risk and Risk Management 
653 |a Financing Policy 
653 |a Money and Monetary Policy 
653 |a Financial services law & regulation 
653 |a Finance: General 
653 |a Stress testing 
710 2 |a International Monetary Fund 
041 0 7 |a eng  |2 ISO 639-2 
989 |b IMF  |a International Monetary Fund 
490 0 |a IMF Staff Country Reports 
028 5 0 |a 10.5089/9781451811223.002 
856 4 0 |u https://elibrary.imf.org/view/journals/002/2007/125/002.2007.issue-125-en.xml?cid=20601-com-dsp-marc  |x Verlag  |3 Volltext 
082 0 |a 330 
520 |a This technical note describes the stress testing exercises carried out for the Danish commercial banking system and the insurance sector. The tests were conducted as part of the Financial Sector Assessment Program for Denmark and were developed in collaboration with the Danish Financial Supervisory Agency (DFSA) and Danmarks Nationalbank (DNB). Two approaches—bottom-up and top-down—were employed in the analysis. Results of the stress test show that under changing macroeconomic conditions, credit risk could materialize, causing a substantial deterioration in banks’ results