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

September 16, 2011

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Format: Chicago

Sweden: Financial Sector Assessment Program Update: Technical Note on Stress Testing of the Banking Sector, (USA: International Monetary Fund, 2011) accessed November 21, 2024

Summary

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.

Subject: Banking, Credit risk, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Liquidity stress testing, Loans, Mortgages, Stress testing

Keywords: Asset allocation, Baltics, Bank, Bank assets, Bank loss, Bank subsidiary, CR, Credit risk, Credit risk, Funding pressure, High-quality loan portfolio, ISCR, Liquidity stress testing, Loan, Loans, Mortgages, Off-balance sheet, Stress testing

Publication Details

Pages:

40
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2011/288
Stock No:

1SWEEA2011011
ISBN:

9781463903596
ISSN:

1934-7685

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