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Stress Testing of the Greek Banking System

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Author Info

  • Faidon Kalfaoglou

    ()
    (Bank of Greece)

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    Abstract

    In 2005, the IMF conducted a Financial Sector Assessment Programme for the first time in Greece which included a stress testing exercise for the banking system. The aim of the exercise was to evaluate the ability of the Greek banking sector to cope with possible risks to the financial system. While the exercise concentrated on credit and market risks, liquidity and contagion risks were also considered. The purpose of the present article is to present the results of the exercise. The analysis of the results of the exercise suggests that Greek banks did have the ability to deal with both internal and external shocks, suggesting that the system as a whole was, at least at that time, in a position to deal with the kind of shocks examined. Such stress testing exercises have now been introduced on a regular basis.

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    File URL: http://www.bankofgreece.gr/BogEkdoseis/econbull200607.pdf
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    Bibliographic Info

    Article provided by Bank of Greece, Economic Research Department in its journal Economic Bulletin.

    Volume (Year): (2006)
    Issue (Month): 27 (July)
    Pages: 43-62

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    Handle: RePEc:bog:econbl:y:2006:i:27:p:43-62

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    Web page: http://www.bankofgreece.gr
    More information through EDIRC

    Related research

    Keywords: Financial Stability; Stress-testing; banking;

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    Cited by:
    1. Costas N. Kanellopoulos, 2012. "The Size and structure of uninsured employment," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 23-41, December.
    2. Zacharias Bragoudakis & Dimitrios Sideris, 2012. "Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 7-21, December.
    3. Petros M. Migiakis, 2012. "Reviewing the proposals for common bond issuances by the euro-area sovereign under a long-term perspective," Economic Bulletin, Bank of Greece, Economic Research Department, issue 37, pages 43-54, December.
    4. Costas N. Kanellopoulos, 2012. "Employment and worker flows during the financial crisis," Economic Bulletin, Bank of Greece, Economic Research Department, issue 36, pages 31-41, April.

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