France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector

International Monetary Fund

No 2013/185, IMF Staff Country Reports from International Monetary Fund

Abstract: 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.

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 (search for similar items in EconPapers)
Pages: 71
Date: 2013-07-01
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