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

Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing
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Volume/Issue: Volume 192020 Issue 295
Publication date: November 2020
ISBN: 9781513560755
$18.00
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Banks and Banking , Finance , Taxation - General , 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

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Summary

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.