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Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities
Author:
International Monetary Fund
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Series:
IMF Staff Country Reports
Volume/Issue:
Volume 2008: Issue 204
Language:
English
Publication Date:
02 Jul 2008
DOI:
https://doi.org/10.5089/9781451802436.002
ISBN:
9781451802436
ISSN:
1934-7685
Pages:
38
Keywords:
ISCR; CR; bank profit; Österreichische Postsparkasse AG; TD estimate; credit loss; top-down analysis; banks' calculation; profit net; TD model; für Arbeit und Wirtschaft und Österreichische Postsparkasse AG; TD analysis; TD approach; banks to the stress scenario; Stress testing; Credit risk; Market risk; Loans; Credit; Global
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This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS), indirect credit risk from foreign currency lending, and credit risk from domestic lending. The Austrian banking systems exhibits ample liquidity. In-depth discussions with the larger banks show that their modeling capacities vary.
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Cover IMF Staff Country Reports
IMF Staff Country Reports
ISSN:
1934-7685
Publisher:
International Monetary Fund