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Argentina Financial Sector Assessment Program-Financial Sector Stability-Technical Note

This paper provides technical analysis and detailed information underpinning the Financial Sector Assessment Program in Argentina. The implementation of stress tests is conceptually challenging in the Argentinean context, and the results must be interpreted with a high degree of caution. The stress...

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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 2016
Series:IMF Staff Country Reports
Subjects:
Insurance Companies
Depository Institutions
Interest Rates
Institutional Investors
Commercial Banks
Pension Funds
Banks
Finance
Industries: Financial Services
Banks And Banking
Financial Sector Policy And Analysis
Financial Institutions
Financial Services
Real Interest Rates
Financial Instruments
Micro Finance Institutions
Liquidity Stress Testing
Financial Institutions And Services: Government Policy And Regulation
Mortgages
Non-bank Financial Institutions
Financial Risk Management
Banking
Interest Rates: Determination, Term Structure, And Effects
Finance: General
Stress Testing
Argentina
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:This paper provides technical analysis and detailed information underpinning the Financial Sector Assessment Program in Argentina. The implementation of stress tests is conceptually challenging in the Argentinean context, and the results must be interpreted with a high degree of caution. The stress tests examined the resilience of the Argentine banking system to solvency, liquidity, and contagion risks. These tests suggest that most banks are in a position to withstand substantial levels of stress while still phasing in capital requirements under Basel II, and credit risk is the most important vulnerability. Banks appeared resilient to market risk but less so to sovereign risks
Physical Description:62 pages
ISBN:9781498391337

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