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Quantitative Assessment of a Financial System—Barbados

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  • International Monetary Fund

Abstract

A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is stable and resilient to macroeconomic shocks of a type and magnitude that Barbados has experienced in the past.

Suggested Citation

  • International Monetary Fund, 2005. "Quantitative Assessment of a Financial System—Barbados," IMF Working Papers 05/76, International Monetary Fund.
  • Handle: RePEc:imf:imfwpa:05/76
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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=18119
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    References listed on IDEAS

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    1. Rupert D Worrell, 2004. "Quantitative Assessment of the Financial Sector; An Integrated Approach," IMF Working Papers 04/153, International Monetary Fund.
    2. International Monetary Fund, 2002. "Financial Soundness Indicators; Analytical Aspects and Country Practices," IMF Occasional Papers 212, International Monetary Fund.
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    Cited by:

    1. Tarron Khemraj, 2007. "What does excess bank liquidity say about the loan market in Less Developed Countries?," Working Papers 60, United Nations, Department of Economics and Social Affairs.
    2. Laura Valderrama & Wendell A. Samuel, 2006. "The Monetary Policy Regime and Banking Spreads in Barbados," IMF Working Papers 06/211, International Monetary Fund.

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