Quantitative Assessment of a Financial System

Quantitative Assessment of a Financial System—Barbados

April 1, 2005

Preview Citation

Format: Chicago

Quantitative Assessment of a Financial System—Barbados, (USA: International Monetary Fund, 2005) accessed November 25, 2024

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary

A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is stable and resilient to macroeconomic shocks of a type and magnitude that Barbados has experienced in the past.

Subject: Banking, Commercial banks, Financial Sector Assessment Program, Loans, Nonperforming loans

Keywords: Bank, Banking system, Capital, Loan, Ratio, WP

Publication Details

Pages:

20
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 2005/076
Stock No:

WPIEA2005076
ISBN:

9781451860955
ISSN:

1018-5941

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