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Nigeria :, Publication of Financial Sector Assessment Program Documentation––Technical Note on Stress Testing

To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- and multifactor shocks. The tests covered the entire Nigerian banking system and looked at the short-term horizon, in part because of data constraints. Sensitivity stress tests estimated the impact of changes in individual variables on banks’ portfolios
Table Of Contents
Cover; Contents; Glossary; I. Introduction, Key Findings, and Recommendations; Box; 1. Stress Testing--Key Recommendations; II. General Methodology; Tables; 1. Banks Participating in the Bottom-Up Stress Testing; III. Macroeconomic Scenarios and Their Transmission into Shocks; IV. Sensitivity Analysis; A. Aggregate Credit Risk Sensitivity Analysis; B. Sectoral Credit Risk Analysis; 2. Bank Exposure to Selected Sectors, August 2012; C. Concentration Risk Analysis; D. Direct Interest Rate Risk; E. Direct Foreign Exchange Risk; F. Equity Price Analysis; G. Multi-Factor Analysis
Literary Form
non fiction
Description based upon print version of record
Physical Description
1 online resource (41 p.)
Specific Material Designation
Form Of Item

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