Austria: Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities

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Volume/Issue: Volume 2008 Issue 204
Publication date: July 2008
ISBN: 9781451802436
$20.00
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Topics covered in this book

This title contains information about the following subjects. Click on a subject if you would like to see other titles with the same subjects.

Banks and Banking , Finance , Money and Monetary Policy , ISCR , CR , bank profit , Österreichische Postsparkasse AG , TD estimate , credit loss , top-down analysis , banks' calculation , profit net , TD model , für Arbeit und Wirtschaft und Österreichische Postsparkasse AG , TD analysis , TD approach , banks to the stress scenario , Stress testing , Credit risk , Market risk , Loans , Credit , Global

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Summary

This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to Central, Eastern, and Southeastern Europe (CESE) and the Commonwealth of Independent States (CIS), indirect credit risk from foreign currency lending, and credit risk from domestic lending. The Austrian banking systems exhibits ample liquidity. In-depth discussions with the larger banks show that their modeling capacities vary.

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