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150128 ||| eng |
020 |
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|a 9781451811223
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245 |
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|a Denmark
|b Financial Sector Assessment Program: Technical Note: Stress Testing
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260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2007
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300 |
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|a 44 pages
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651 |
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4 |
|a Denmark
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653 |
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|a Depository Institutions
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653 |
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|a Credit
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653 |
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|a Banks
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653 |
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|a Finance
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653 |
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|a Banks and banking
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653 |
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|a Industries: Financial Services
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653 |
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|a Financial sector policy and analysis
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653 |
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|a Monetary economics
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653 |
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|a Financial institutions
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653 |
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|a Value of Firms
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653 |
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|a Monetary Policy, Central Banking, and the Supply of Money and Credit: General
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653 |
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|a Micro Finance Institutions
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653 |
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|a Financial Institutions and Services: Government Policy and Regulation
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653 |
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|a Mortgages
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653 |
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|a Money
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653 |
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|a Loans
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653 |
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|a Market risk
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653 |
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|a Financial risk management
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653 |
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|a Credit risk
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653 |
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|a Capital and Ownership Structure
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653 |
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|a Goodwill
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653 |
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|a Banks and Banking
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653 |
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|a Financial regulation and supervision
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653 |
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|a Banking
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653 |
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|a Financial Risk and Risk Management
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653 |
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|a Financing Policy
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653 |
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|a Money and Monetary Policy
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653 |
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|a Financial services law & regulation
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653 |
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|a Finance: General
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653 |
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|a Stress testing
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|a International Monetary Fund
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|a eng
|2 ISO 639-2
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|b IMF
|a International Monetary Fund
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|a IMF Staff Country Reports
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|a 10.5089/9781451811223.002
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856 |
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|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
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|a 330
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|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
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