European Parliament Library

Republic of Poland :, Technical Note on Stress Testing the Banking Sector

Abstract
This Technical Note discusses results of stress testing of the banking sector in Poland. The Polish banking system is well capitalized and liquid, as confirmed by stress tests results. Polish banks are, in aggregate, resilient even under severe adverse scenarios. Some small banks could fail to meet minimum regulatory capital and liquidity requirements in these scenarios, but with little impact on the overall banking system. Tests showed that only small banks, together representing up to 30 percent of the assets in the system, may have problems meeting the Basel III capital requirements in the recession scenarios
Table Of Contents
Cover; Contents; Glossary; Executive Summary; I. Introduction; Figures; 1. National Bank of Poland Stress Testing Framework; Summary of Recommendations; II. Solvency Stress Tests; Tables; 1. Macro-Stress Test Scenarios; 2. Dividend Payout Ratio Conditional on Capital Buffers; A. Top-Down Balance Sheet Stress Tests; 3. Central Bank Top-Down Solvency Stress Tests-CAR Distribution by Percentile Buckets; 4. Characteristics of Representative Banks used in FSAP Top-Down Stress Tests; B. Top-Down Market-Based Stress Tests; III. Bottom-up Solvency Stress Tests
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (35 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781484359037

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