Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing

International Monetary Fund

No 2020/295, IMF Staff Country Reports from International Monetary Fund

Abstract: Much of the work of the FSAP was conducted prior to the COVID-19 outbreak. The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios. The original ‘market shock’ scenario explores additional risks that feature less prominently in the COVID scenarios.

Keywords: ISCR; CR; mortgage company; cash flow; carbon price; swap line; loan loss; share index; central bank; time horizon; U.S. dollar; money market; credit risk; banking system; Stress testing; Carbon tax; Capital adequacy requirements; Mortgages; Loans; Global (search for similar items in EconPapers)
Pages: 72
Date: 2020-11-10
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