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Montenegro: Financial Sector Assessment Program-Banking Sector Stress Testing-Technical Note
Author:
International Monetary Fund. Monetary and Capital Markets Department
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Series:
IMF Staff Country Reports
Volume/Issue:
Volume 2016: Issue 198
Language:
English
Publication Date:
28 Jun 2016
DOI:
https://doi.org/10.5089/9781498325509.002
ISBN:
9781498325509
ISSN:
1934-7685
Pages:
48
Keywords:
ISCR; CR; bank; capital adequacy ratio; capital; loan; capital shortfall; parent bank funding; ratio projection; Montenegro bank; bank portfolio; a number of bank; bank failure; EU bank; exposure loss; percentage share; bank network analysis; return on assets; Commercial banks; Loans; Credit; Nonperforming loans; Stress testing; Global
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The main objective of this technical note is to assess bank’s balance sheet and profits, solvency stress test, and liquidity stress test. The financial system in Montenegro is dominated by the banking sector. By the end of 2014, 12 licensed banks operated in Montenegro, with total banking sector assets amounting to 3.1 billion euros or 88 percent of total financial system assets and 92 percent of GDP. The stress-testing exercise is aimed to test the banking system’s resilience to extreme but plausible shocks. The stress test is a tool to assess the vulnerabilities of the banking system that may expose it to risks.
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Cover IMF Staff Country Reports
IMF Staff Country Reports
ISSN:
1934-7685
Publisher:
International Monetary Fund