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  • International Monetary Fund
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    This note summarizes the stress tests undertaken for the German banking system as part of the Financial Sector Assessment Program (FSAP) update. Solvency tests for the German banking system assessed medium-term vulnerabilities under two adverse macroeconomic scenarios. The tests considered a variety of measures of soundness, and took into account funding costs, sovereign risk, upcoming changes in the regulatory rules, and behavioral changes of banks. The test results revealed that German banks are robust against many shocks, and that important vulnerabilities still remain.

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    Paper provided by International Monetary Fund in its series IMF Staff Country Reports with number 11/371.

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    Length: 66
    Date of creation: 23 Dec 2011
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    Handle: RePEc:imf:imfscr:11/371

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    Postal: International Monetary Fund, Washington, DC USA
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    Keywords: Bank supervision; Banking sector; Banking systems; Financial risk; Financial Sector Assessment Program; Risk management; banking; bond; banking system; bonds; financial institutions; present value; financial sector; banking supervision; financial stability; tier 1 capital; cooperative bank; bond prices; dividend payout; insurance premium; sovereign risk; bank debt; capital adequacy; equity market; derivative; financial system; cash flow; bank profitability; sovereign bond; risk-free interest rate; banking supervisors; bank exposure; liquidity of assets; deposit insurance; bond indenture; partial derivatives; discount rate; bank group; capital requirement; bond holders; bank restructuring; retained earnings; probability of default; bond spread; crowding out; option valuation; coupon bond; return on assets; equity markets; financial market; payout ratio; corporate bonds; bank balance sheet; government bonds; banks ? assets; bank solvency; balance sheet growth; partial derivative; bank balance sheets; bank liabilities; bank performance; asset markets; bank deposits; stock market; banking authority; corporate bond; financial economics; banks ? solvency; deposit rates; financial sector performance; banks ? balance sheets; capital adequacy ratio; tier 2 capital; government bond; return on equity; derivative contract; bondholders; bond price; guaranteed bonds; bank data; equity capital; financial markets;


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    Cited by:
    1. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, Elsevier, vol. 28(C), pages 112-129.


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