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France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector
Author:
International Monetary Fund. Monetary and Capital Markets Department
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Series:
IMF Staff Country Reports
Volume/Issue:
Volume 2013: Issue 185
Language:
English
Publication Date:
01 Jul 2013
DOI:
https://doi.org/10.5089/9781616358556.002
ISBN:
9781616358556
ISSN:
1934-7685
Pages:
71
Keywords:
ISCR; CR; bank capital projection; banks BU; bank assets; bank solvency stress test result; banking groups; access to ECB facility; ECB liquidity; Stress testing; Solvency stress testing; Liquidity stress testing; Liquidity; Commercial banks; Global
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This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would be able to meet regulatory ratios under most scenarios. Solvency stress tests indicate that banks could cope with deterioration in the economic environment while phasing in capital requirements under Capital Requirements Directive IV.
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Cover IMF Staff Country Reports
IMF Staff Country Reports
ISSN:
1934-7685
Publisher:
International Monetary Fund