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United States: Publication of Financial Sector Assessment Program Documentation: Technical Note on Stress Testing

  • International Monetary Fund
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    The stress testing analysis in the United States was based on publicly available information and on models that are subject to a considerable degree of uncertainty. The stress tests illustrate important vulnerabilities in the banking sector. It highlights the importance of macrofinancial linkages, and dependencies among the largest institutions. The results illustrate the high sensitivity of Bank Holding Company’s asset quality and capital positions. Market liquidity risks appear to have declined, although financial firms remain vulnerable to funding rollover risk. The life insurance sector is relatively resilient.

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    Paper provided by International Monetary Fund in its series IMF Staff Country Reports with number 10/244.

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    Length: 115
    Date of creation: 29 Jul 2010
    Date of revision:
    Handle: RePEc:imf:imfscr:10/244
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