Switzerland: Financial Sector Assessment Program; Technical Note-Stress Testing the Banking Sector

International Monetary Fund

No 2019/189, IMF Staff Country Reports from International Monetary Fund

Abstract: Financial Sector Assessment Program; Technical Note-Stress Testing the Banking Sector

Keywords: ISCR; CR; interest rate; money market; capital ratio; mortgage portfolio; credit risk; risk premium; cash flow; fair value; interbank market; banking system; financial crisis; income statement; net income; return on assets; Mortgages; Credit risk; Stress testing; Loans; Market risk; Global (search for similar items in EconPapers)
Pages: 107
Date: 2019-06-26
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