European Parliament Library

Czech Republic :, Technical Note on Stress Testing the Banking Sector

Abstract
This technical note summarizes stress tests undertaken for the Czech banking system as part of the Financial Sector Assessment Program (FSAP) Update. The tests were tailored to capture the specificities of the Czech banking system, characterized by a high share of foreign-owned banks. The program addressed current market developments and medium-term structural trends. All banks were assessed against solvency, liquidity, and contagion risks. The solvency tests revealed that the Czech banking system is robust even against substantial shocks on a standalone basis
Table Of Contents
Cover; Contents; Glossary; Executive Summary; I. Introduction; Figures; 1. Financial Soundness Indicators for the Czech Banking System; 2. Overview of the FSAP Bank Stress Testing Framework; II. Bank Solvency Stress Tests; A. Approaches and Coverage; B. Scenarios and Shocks; Tables; 1. Comparison of Different Solvency Stress Test Methods; C. Concept and Assumptions; 3. GDP Trajectories Under Different Scenarios; 2. Overview of the Modeling of Key Solvency Parameters; 4. Potential Impact of Pillar 2 Capital Charges for Name Concentration; D. Outcome of the Solvency Tests
Language
eng
Literary Form
non fiction
Note
"July 2012."
Physical Description
1 online resource (45 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781475522853

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