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Romania
			: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector

Romania : Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector »

Volume/Issue: 2018/163

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2018

DOI: http://dx.doi.org/10.5089/9781484360729.002

ISBN: 9781484360729

Keywords: Financial Sector Assessment Program, Stress testing, Systemic risk assessment, Banking sector, Credit risk, Market risk, Liquidity, Financial contagion

This Technical Note discusses the results of systemic risk analysis and stress testing of Romania's financial sector. Although the Romanian banking sector has a strong initial capital position, banks are affected s...

Romania
			: Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework and Tools

Romania : Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework and Tools »

Volume/Issue: 2018/164

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2018

DOI: http://dx.doi.org/10.5089/9781484360736.002

ISBN: 9781484360736

Keywords: Financial Sector Assessment Program, Systemic risk assessment, Macroprudential policies and financial stability, Sovereign debt, Corporate sector

This Technical Note analyzes the implementation of macroprudential policy framework and tools in Romania. The National Bank of Romania (NBR) has a long experience in implementing macroprudential policy measures. Th...