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Assessing Banking Sector Soundness in a Long-Term Framework: The Case of Venezuela

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Author Info
Rodolphe Blavy
Abstract

This paper combines financial soundness indicators (FSIs) and stress-testing methodologies to provide a broad assessment of the soundness of Venezuela's banking sector, based on a diagnosis of its structural and transient shortcomings. While the Venezuelan banking sector appears sound under current favorable economic conditions, it remains significantly vulnerable to cyclical downturns-which have been severe in the past. Banks are particularly exposed to interest rate and credit risks. This suggests that the strong FSIs may be partly the result of a conjunctural credit boom in the context of capital controls and very low real interest rates.

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File URL: http://www.imf.org/external/pubs/ft/wp/2006/wp06225.pdf
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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/225.

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Length: 31 pages
Date of creation: 18 Oct 2006
Date of revision:
Handle: RePEc:imf:imfwpa:06/225

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Related research
Keywords: Banking sector ; financial soundness ; macroprudential analysis ; stress tests ; Venezuela ; Bank soundness ; Venezuela; Republica Bolivariana de ; Financial soundness indicators ; Capital controls ; Interest rates ; Credit risk ;

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This page was last updated on 2009-12-30.


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