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International Monetary Fund. Monetary and Capital Markets Department
The Financial Sector Assessment Program (FSAP) was conducted amid an economic rebound two years into the COVID-19 pandemic that had a limited impact on the financial sector. Several member states have experienced political instability, with coups in Burkina Faso and Mali leading to economic sanctions for the latter, and an attempted coup in Guinea-Bissau. Yet, short of further political deterioration, economic recovery is expected to persist. The last FSAP was conducted in 2008.
International Monetary Fund. Monetary and Capital Markets Department

. Stress Test Results – Drivers of the Change in Capital Levels 15. ST Results: BNB and IMF Comparison 16. Credit Concentration Risk 17. LCR-based Stress Tests Results 18. NSFR-based Stress Test Results 19. Map of Net Exposures Among Banks 20. Bank Network Model Results TABLES 1. Key Recommendations 2. List of Banks and Asset Size (June 2016) 3. Cashflow-Based Liquidity Stress Test Scenarios APPENDICES I. Liquidity Stress Tests Assumptions II. Financial Soundness Indicators III. IMF and BNB Stress Test Key Differences IV. Risk

International Monetary Fund. Monetary and Capital Markets Department

Approach D. The FSAP Team’s Approach to Market Risk E. The FSAP Team’s Approach to P&L F. The FSAP Team’s Approach to Funding Costs G. Solvency Stress Test Results FSAP TEAM ANALYSIS OF BU PROJECTIONS A. Overview and Key Findings B. Framework and Analytical Approach LIQUIDITY STRESS TESTS A. Liquidity Stress Test Scenarios B. Liquidity Stress Test Results OVERALL ASSESSMENT BOXES 1. The 2015 BoE Concurrent Stress Test and the FSAP Solvency Stress Tests 2. A Structural Model to Extract LGD Estimates from Corporate Spreads 3. The PRA

International Monetary Fund. Monetary and Capital Markets Department

Testing Approach for the New Zealand FSAP KEY RISK FACTORS SOLVENCY STRESS TESTS A. Macroeconomic Scenarios B. FSAP Team Modeling Approach C. Solvency Stress Test Results LIQUIDITY STRESS TESTS A. Liquidity Stress Test Scenarios B. Liquidity Stress Test Results CONTAGION ANALYSIS A. The Network Analysis B. The CoVaR Analysis CONCLUSIONS AND RECOMMENDATIONS BOX 1. Overview of the FSAP Network Model FIGURES 1. Banks Capital and Profitability 2. Banks’ Business Model 3. Overview of FSAP Stress Testing Exercise 4. FSAP Stress

International Monetary Fund. Monetary and Capital Markets Department

Surcharges for Sovereign Concentration Risk TABLES 1. FSAP Key Recommendations 2. Selected Economic and Social Indicators 3. Measures for Managing COVID-19 Impact 4. Implementation of the 2008 FSAP Recommendations 5. Financial Stability Indicators 6. Stress Testing Framework 7. Assumptions and Results of Contagion Stress Tests 8. Run-off Rates in Liquidity Stress Test Scenarios 9. Assumed Asset Haircuts in Liquidity Stress Tests APPENDICES I. Stress Testing Matrix of the Banking Sector II. Risk Assessment Matrix Glossary AML/C FT

International Monetary Fund

and bank debt, demonstrate that the resilience of the sector has increased. Results show that banks have solid capital buffers and are resilient against severe stresses - only an extreme “tail of the tail” risk, with multiple severe shocks would pose a challenge to the banking system. Similarly, even under the Fund’s new and most severe 30-day liquidity stress test scenario – which in effect tests institutions to the point of failure – staff note that liquidity shortfalls remain largely contained. Having said that, my authorities remain mindful that challenges

International Monetary Fund. Western Hemisphere Dept.

(in percentage points) Source: Superintendency of Banks. 21. Due to the liquidity cushions accumulated by banks in cash and in deposits at the central bank, the current pace of deposit withdrawal should not cause significant liquidity stress in 2015 . A baseline liquidity stress test scenario performed by Fund staff over a six-month horizon shows that if deposits continue to decline at the pace of the first seven months of 2015, and banks can access their liquid assets, no bank would need to access external sources of liquidity—including the FLSF—this year

International Monetary Fund. Monetary and Capital Markets Department

. 29. The results suggest the banking system is resilient to liquidity shocks though asset liquidation could put some pressure on secondary markets . The average weighted coverage of liquidity needs by liquid assets exceeded 100 percent, with just four banks experiencing liquidity shortages amounting to about PLN 29 billion. These banks controlled slightly more than 10 percent of the total assets in the system ( Figure 5 ). In the liquidity stress test scenario, banks would be forced to liquidate PLN 36 billion of money bills and PLN 10½ billion of government bonds

International Monetary Fund. Monetary and Capital Markets Department
This Technical Note discusses results of risk assessment and stress tests (ST) of the banking system in Bulgaria. ST results reveal that the Bulgarian banking system is vulnerable to the extreme realization of internal and external risks coupled with the need to clean the balance sheets from nonperforming loans (NPLs). In the baseline scenario, characterized by a modest economic growth and decline in unemployment, as well as stable and low interest rates, two banks—including a systemic one—exhibit weakness in terms of capital buffers to cope with accumulated losses in the past. These banks also experience substantial increase in their NPLs as a result of the asset quality review adjustment.
International Monetary Fund. Western Hemisphere Dept.
This Selected Issues paper presents an assessment of macro-financial stability in Ecuador. Ecuador is being hit by external shocks that imply a downward adjustment in growth and financial intermediation. The financial system has been liquid and well-capitalized through 2014, but recently pressures on liquidity positions as well as credit and interest risks have been on the rise. Although main financial stability indicators do not show signs of stress in the first half of 2015, the developments warrant close monitoring and rapid reactions if pressures continue.