The Resource Portugal : financial sector assessment program, technical note, stress testing, International Monetary Fund

Portugal : financial sector assessment program, technical note, stress testing, International Monetary Fund

Label
Portugal : financial sector assessment program, technical note, stress testing
Title
Portugal
Title remainder
financial sector assessment program, technical note, stress testing
Statement of responsibility
International Monetary Fund
Creator
Author
Subject
Genre
Language
  • eng
  • eng
Summary
In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country
Member of
Cataloging source
MiAaPQ
Dewey number
332.109469
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HG3194
LC item number
.I584 2007
Literary form
non fiction
Nature of contents
dictionaries
http://bibfra.me/vocab/lite/organizationName
International Monetary Fund
Series statement
IMF Country Report
Series volume
Number 07/34
http://library.link/vocab/subjectName
  • Banks and banking
  • Insurance
  • Financial crises
  • Risk assessment
  • Portugal
  • Portugal
Label
Portugal : financial sector assessment program, technical note, stress testing, International Monetary Fund
Instantiates
Publication
Copyright
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Cover; Contents; Glossary; I. Introduction; Tables; 1. Overview of Banking and Insurance Stress Tests; II. Banking Stress Tests; A. Development of Scenarios; Macroeconomic aggregates; Boxes; 1. Description of Scenarios; Probabilities of default; 2. Projection of Macroeconomic Aggregates (20052008); B. Bottom-Up Approach; Process; 3. Probabilities of Default Projections and Loss Given Default Assumptions (2005-2008); Coverage of institutions and risk factors; Calibration of shocks; Results; 4. Overview of Sensitivity Shocks; 5. Impact on Capital Adequacy Ratio According to Year
  • 6. Impact on Capital Adequacy Ratio According to Risk Factor2. Accounting Issues with Respect to Pension Stress Tests; Figures; 1. Solvency Ratio; 7. Impact of Scenarios on Profitability; 8. Bank Portfolios: Impact of Sensitivity Shocks on Capital Adequacy Ratio; 9. Pension Schemes: Impact of Sensitivity Shocks on Net Assets to Liabilities; 10. Robustness Tests: Impact on Capital Adequacy Ratio; C. Top-Down Approach; Process; 11. Cumulative Impact of Expected Loss Factor; 12. Assumptions Underlying Balance Sheet Items; Coverage of institutions and risk factors
  • 13. Assumptions Underlying the Profit and Loss AccountCalibration of shocks; Results; 2. Net Interest Income; 3. Return on Assets; 4. Solvency Ratio; 14. Balance Sheet Developments and Projections; 15. Profit and Loss Developments and Projections; 16. Projected Profit and Loss Items Relative to Total Average Assets; 17. Development of Counterparty Indebtedness; D. Additional Approaches; Corporate credit risk study; Macro-financial interactions study; 18. Implications of Simulations for Capital Adequacy Ratio; III. Insurance Stress Tests; A. Bottom-Up Approach; Process
  • Coverage of institutions and risk factorsCalibration of shocks; Results; 19. Overview of Shocks Under the Bottom-Up Approach; 20. Impact of Revaluation; 21. Impact of Risk Factors; 22. Solvency Impact; B. Top-Down Approach; Process; 23. Direction of Impact; Coverage of institutions and risk factors; Calibration of shocks; Results; C. Combining Both Approaches; Methodology; 24. Impact of Catastrophic Event; Results; 25. Correlation Assumptions; 26. Combined Impact of Shocks
Dimensions
unknown
Extent
1 online resource (50 p.)
Form of item
online
Isbn
9781452765907
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)3360000000440389
  • (EBL)1607264
  • (SSID)ssj0001485983
  • (PQKBManifestationID)11918437
  • (PQKBTitleCode)TC0001485983
  • (PQKBWorkID)11451432
  • (PQKB)10366947
  • (MiAaPQ)EBC1607264
  • (EXLCZ)993360000000440389
Label
Portugal : financial sector assessment program, technical note, stress testing, International Monetary Fund
Publication
Copyright
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Cover; Contents; Glossary; I. Introduction; Tables; 1. Overview of Banking and Insurance Stress Tests; II. Banking Stress Tests; A. Development of Scenarios; Macroeconomic aggregates; Boxes; 1. Description of Scenarios; Probabilities of default; 2. Projection of Macroeconomic Aggregates (20052008); B. Bottom-Up Approach; Process; 3. Probabilities of Default Projections and Loss Given Default Assumptions (2005-2008); Coverage of institutions and risk factors; Calibration of shocks; Results; 4. Overview of Sensitivity Shocks; 5. Impact on Capital Adequacy Ratio According to Year
  • 6. Impact on Capital Adequacy Ratio According to Risk Factor2. Accounting Issues with Respect to Pension Stress Tests; Figures; 1. Solvency Ratio; 7. Impact of Scenarios on Profitability; 8. Bank Portfolios: Impact of Sensitivity Shocks on Capital Adequacy Ratio; 9. Pension Schemes: Impact of Sensitivity Shocks on Net Assets to Liabilities; 10. Robustness Tests: Impact on Capital Adequacy Ratio; C. Top-Down Approach; Process; 11. Cumulative Impact of Expected Loss Factor; 12. Assumptions Underlying Balance Sheet Items; Coverage of institutions and risk factors
  • 13. Assumptions Underlying the Profit and Loss AccountCalibration of shocks; Results; 2. Net Interest Income; 3. Return on Assets; 4. Solvency Ratio; 14. Balance Sheet Developments and Projections; 15. Profit and Loss Developments and Projections; 16. Projected Profit and Loss Items Relative to Total Average Assets; 17. Development of Counterparty Indebtedness; D. Additional Approaches; Corporate credit risk study; Macro-financial interactions study; 18. Implications of Simulations for Capital Adequacy Ratio; III. Insurance Stress Tests; A. Bottom-Up Approach; Process
  • Coverage of institutions and risk factorsCalibration of shocks; Results; 19. Overview of Shocks Under the Bottom-Up Approach; 20. Impact of Revaluation; 21. Impact of Risk Factors; 22. Solvency Impact; B. Top-Down Approach; Process; 23. Direction of Impact; Coverage of institutions and risk factors; Calibration of shocks; Results; C. Combining Both Approaches; Methodology; 24. Impact of Catastrophic Event; Results; 25. Correlation Assumptions; 26. Combined Impact of Shocks
Dimensions
unknown
Extent
1 online resource (50 p.)
Form of item
online
Isbn
9781452765907
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)3360000000440389
  • (EBL)1607264
  • (SSID)ssj0001485983
  • (PQKBManifestationID)11918437
  • (PQKBTitleCode)TC0001485983
  • (PQKBWorkID)11451432
  • (PQKB)10366947
  • (MiAaPQ)EBC1607264
  • (EXLCZ)993360000000440389

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