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

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  • International Monetary Fund

Abstract

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.

Suggested Citation

  • International Monetary Fund, 2020. "Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing," IMF Staff Country Reports 2020/295, International Monetary Fund.
    • Handle: RePEc:imf:imfscr:2020/295
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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=49873
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    Cited by:

    1. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.

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