European Parliament Library

Portugal :, Financial Sector Assessment Program: Technical Note: Stress Testing

Abstract
This technical note explains stress testing for Portugal’s financial sector. A core part of the banking stress tests was the bottom-up exercise implemented by individual institutions. The bottom-up stress tests focus only on the impact of expected losses on indicators of profitability and capitalization. The results are presented in terms of the actual solvency levels before and after the shock, allowing for an assessment of the capacity of banks to withstand the shocks
Table Of Contents
Cover; Contents; Glossary; I. Introduction; Tables; 1. Overview of Banking and Insurance Stress Tests; II. Banking Stress Tests; A. Development of Scenarios; Macroeconomic aggregates; Boxes; 1. Description of Scenarios; Probabilities of default; 2. Projection of Macroeconomic Aggregates (20052008); B. Bottom-Up Approach; Process; 3. Probabilities of Default Projections and Loss Given Default Assumptions (2005-2008); Coverage of institutions and risk factors; Calibration of shocks; Results; 4. Overview of Sensitivity Shocks; 5. Impact on Capital Adequacy Ratio According to Year
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (50 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781452741635

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