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New Zealand Financial Sector Assessment Program: Technical Note-Stress Testing the Banking Sector and Systemic Risk Analysis

This Technical Note discusses the results of stress testing of the banking sector and systemic risk analysis for New Zealand. The banking sector, which dominates the financial system, has significant exposure to real estate. A sharp decline in the real estate market, a prolonged period of low dairy...

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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 2017
Series:IMF Staff Country Reports
Subjects:
Financial Regulation And Supervision
Commercial Banks
Monetary Economics
Financial Services Industry
Finance: General
Capital And Ownership Structure
Credit
Micro Finance Institutions
Loans
Money
Financial Risk And Risk Management
Banking
Credit Risk
Banks And Banking
Value Of Firms
General Financial Markets: Government Policy And Regulation
Financial Services Law & Regulation
Money And Monetary Policy
Financial Sector Assessment Program
Banks
Goodwill
Financial Risk Management
Financial Sector Policy And Analysis
Financial Institutions
Monetary Policy, Central Banking, And The Supply Of Money And Credit: General
Depository Institutions
Stress Testing
Mortgages
Finance
Financial Institutions And Services: Government Policy And Regulation
Industries: Financial Services
Financing Policy
New Zealand
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:This Technical Note discusses the results of stress testing of the banking sector and systemic risk analysis for New Zealand. The banking sector, which dominates the financial system, has significant exposure to real estate. A sharp decline in the real estate market, a prolonged period of low dairy prices, deterioration in global economic conditions, and a tightening in financial markets would adversely impact the system. Despite these risks, the banking system is resilient to severe shocks. Results of stress tests and sensitivity analysis indicate that the solvency and liquidity of the banking system can withstand adverse and severe shocks
Physical Description:79 pages
ISBN:9781475599923

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