Nigeria: Publication of Financial Sector Assessment Program Documentation––Technical Note on Stress Testing

International Monetary Fund

No 2013/141, IMF Staff Country Reports from International Monetary Fund

Abstract: To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- and multifactor shocks. The tests covered the entire Nigerian banking system and looked at the short-term horizon, in part because of data constraints. Sensitivity stress tests estimated the impact of changes in individual variables on banks’ portfolios.

Keywords: ISCR; CR; bank; banking system; liquidity; interbank market; banking sector; trigger bank; liquidity risk; borrowing bank; lender bank; guaranty trust bank; bank capital; market liquidity shock; cash flow; solvency risk; Nigerian bank; risk transfer risk; liquidity pressure; Stress testing; Commercial banks; Interbank markets; Financial Sector Assessment Program; Credit risk; Global (search for similar items in EconPapers)
Pages: 40
Date: 2013-05-28
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Citations: View citations in EconPapers (18)

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