Colombia: Financial Sector Assessment Program-Technical Note on Risk Analysis

International Monetary Fund

No 2022/158, IMF Staff Country Reports from International Monetary Fund

Abstract: The Financial Sector Assessment Program (FSAP) risk analysis work was conducted in the aftermath of the initial COVID shock and subsequent lockdowns, and while a strong economic recovery was underway in Colombia during 2021. Given the persistent uncertainty around the evolution of the COVID-19 virus, and for the trajectory of the economic recovery, the outlook remained subject to significant revisions throughout the year. While the workstreams took the latest macroeconomic and supervisory data updates into account as much as possible for the various analyses, the test results and their implications should be interpreted with caution due to high uncertainty around the central projections and downside risks.

Keywords: banking liquidity indicator; FSAP solvency stress test hurdle rates; banking liquidity indices; liquidity risk index; IMF-World Bank Financial Sector Assessment Program; Stress testing; Liquidity; Commercial banks; Liquidity requirements; Credit; Central America; Global (search for similar items in EconPapers)
Pages: 88
Date: 2022-06-03
New Economics Papers: this item is included in nep-mac
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