Hidden Bibliographic Details
| Varying Form of Title: | Title on page 2 of pdf: Financial Sector Assessment Program, technical note, stress testing
Bank crisis resolution--stress testing
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| Other uniform titles: | Financial Sector Assessment Program.
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| Other authors / contributors: | Caceres, Carlos, 1978- (IMF staff)
Gray, Simon (Simon Thorburn), 1957- (IMF staff)
Coleman, Brett E., (World Bank staff)
International Monetary Fund, issuing body.
International Monetary Fund. Monetary and Capital Markets Department.
World Bank Group. Finance and Markets Global Practice Group.
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| ISBN: | 1513505580
9781513505589
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| ISSN: | 1934-7685
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| Notes: | "February 2016."
"January 13, 2016; Prepared by Monetary and Capital Markets Department, IMF; This technical note was prepared in the context of a joint IMF-World Bank Financial Sector Assessment Program (FSAP) mission in the Republic of Moldova during February 17 to March 5, 2014 led by Simon Gray, IMF and Brett Coleman, World Bank, and overseen by the Monetary and Capital Markets Department, IMF, and the Finance and Markets Global Practice, World Bank."--Page 2 of pdf.
"This technical note has been prepared by Carlos Caceres, IMF."--Page 6 of pdf.
Includes bibliographical references.
Online resource; title from pdf title page (IMF Web site, viewed March 31, 2016).
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| Summary: | This note discusses the stress tests that were carried out on Moldova's banking system as part of the 2014 Financial Sector Assessment Program (FSAP) Update. The objective of this exercise was to assess the resilience of the banking system to major sources of risk. The stress tests were conducted in collaboration with the National Bank of Moldova (NBM), and complement other approaches, such as the analysis of financial indicators and the assessment of the quality of supervision. The stress tests focused on the banking system and covered all 14 banks operating in the country. Top-down solvency stress tests were conducted jointly by the FSAP team and staff from NBM, using supervisory data. These stress tests were complemented by bottom-up stress tests, conducted by individual banks using their own internal models, but applied to the macroeconomic scenarios provided by the FSAP team. In addition, liquidity stress tests, together with complementary sensitivity analysis were also carried out on all banks in the system.
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| Other form: | Print Version: Republic of Moldova: Financial Sector Assessment Program-Bank Crisis Resolution-Stress Testing. Washington, D.C. : International Monetary Fund, 2016 9781513505589
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| Standard no.: | 10.5089/9781513505589.002
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