European Parliament Library

Sweden :, Financial Sector Assessment Program Update: Technical Note on Stress Testing of the Banking Sector

Abstract
Although Sweden has recovered from the financial crisis, authorities have already initiated exit measures from crisis response policies. The Financial Sector Assessment Program (FSAP) Update undertook a financial stability analysis of the banking sector, including a comprehensive stress-testing exercise of banks’ solvency and liquidity positions. While the banking sector appears resilient to credit risk stress tests, liquidity stress test results reveal some weaknesses owing to its heavy reliance on wholesale funding. Swedish bank groups have extensive cross-border activities, mostly in the Scandinavian and Baltic regions
Table Of Contents
Cover; Contents; Glossary; I. Executive Summary; II. Structure and Soundness of the Banking Sector; Figures; 1. Banks' Asset Allocation; 2. Major Swedish Banks Funding Structure; III. Top-Down Banking Stress Tests; A. Macro Stress Tests; Macroeconomic scenarios; Credit risk models; Sovereign risk losses; Profits and funding costs; Dividend payout; Macro credit stress-test results; B. Liquidity Risk Stress Tests; C. Large Exposures and Contagion Risk; IV. Conclusions and Recommendations; Tables; 1. The Core Set of Financial Soundness Indicators for Banks, 2003-10
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (41 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781463990077

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