Georgia: Financial Sector Assessment Program-Technical Note-Stress Testing and Financial Stability Analysis

International Monetary Fund

No 2021/221, IMF Staff Country Reports from International Monetary Fund

Abstract: This note presents the results of banks’ stress tests carried out jointly by the NBG and the FSAP teams in the context of the 2021 FSAP. It describes the scope, methodology and results of a series of top-down stress tests carried out during January‒April 2021. At the request of the Georgian authorities, complementary bottom-up exercises were not implemented, on account of the operational challenges facing banks because of the COVID-19 pandemic.

Keywords: staff team of the International Monetary Fund; stress test scenario; capital markets Department; scenario Analysis; interest coverage ratio; Sensitivity to market; lender bank; Loans; Stress testing; Credit; Loan loss provisions; Credit risk; Global (search for similar items in EconPapers)
Pages: 56
Date: 2021-09-30
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