Romania : Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector »
Series: IMF Staff Country Reports
Author(s): International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 08 June 2018
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...