This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Michael Boss () (Oesterreichische Nationalbank)
Gerhard Fenz () (Oesterreichische Nationalbank)
Gerald Krenn () (Oesterreichische Nationalbank)
Johannes Pann () (Oesterreichische Nationalbank)
Claus Puhr () (Oesterreichische Nationalbank)
Thomas Scheiber () (Oesterreichische Nationalbank)
Stefan W. Schmitz () (Oesterreichische Nationalbank)
Martin Schneider () (Oesterreichische Nationalbank)
Eva Ubl () (Oesterreichische Nationalbank)

Additional information is available for the following registered author(s):

Abstract

This paper presents the methodology, scenarios and results of the stress tests conducted for the update of Austria’s Financial Sector Assessment Program (FSAP) in 2007. The focus of the paper lies in particular on the following two macroeconomic stress scenarios: (a) a regional shock in Central, Eastern and Southeastern Europe hitting Austrian banks through their large exposure in the region, and (b) a global downturn in economic activity causing a deterioration of Austrian banks’ domestic loan portfolios, whereby in the second scenario, contagion risk within the Austrian interbank market was also taken into account. Stress test calculations were performed by the OeNB for all Austrian banks (top-down approach) as well as by the six largest Austrian banking groups for their respective exposure (bottom-up approach). The paper describes the methodologies for scenario construction and the stress tests themselves and then discusses the scenarios as well as the stress test results in detail, including a comparison of the two approaches. Finally, the paper presents the results of additional sensitivity stress tests for credit risk emanating from foreign currency lending, for the most important categories of market risk and for liquidity risk. Overall, the update of Austria’s FSAP 2007 confirmed the results of previous stress testing exercises, in particular for the large Austrian banking groups that show considerable shock resistance mainly as a result of their generally sound capital buffers and high profitability. JEL classification: G10, G21, F23

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://oenb.at/en/img/fsr_15_special_topics_01_tcm16-87339.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Oesterreichische Nationalbank (Austrian Central Bank) in its journal Financial Stability Report.

Volume (Year): (2008)
Issue (Month): 15 (June)
Pages: 68-92
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:onb:oenbfs:y:2008:i:15:b:1

Contact details of provider:
Postal: P.O. Box 61, A-1011 Vienna, Austria
Phone: +43/1/404 20 3126
Fax: +43/1/404 20 3199
Email:
Web page: http://www.oenb.at
More information through EDIRC

Order Information:
Postal: Oesterreichische Nationalbank, Documentation Management and Communications Services, Otto-Wagner Platz 3, A-1090 Vienna, Austria
Email:

For technical questions regarding this item, or to correct its listing, contact: (Stefan W. Schmitz).

Related research
Keywords: Financial stability; stress testing; FSAP;

Statistics
Access and download statistics

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-12-2.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.