Nigeria : Publication of Financial Sector Assessment Program Documentation--Technical Note on Stress Testing.

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Bibliographic Details
Corporate author / creator:International Monetary Fund. African Department.
Imprint:Washington, D.C. : International Monetary Fund, 2013.
Description:1 online resource (40 pages)
Language:English
Series:IMF Staff Country Reports, 2227-8907 ; Country Report No. 13/141
IMF Staff Country Reports ; Country Report no. 13/141.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12508567
Hidden Bibliographic Details
Other authors / contributors:International Monetary Fund. African Department.
International Monetary Fund.
ISBN:1484352289
9781484352281
1299678122
9781299678125
9781484350096
148435009X
9781484352281
Notes:Available in PDF, ePUB, and Mobi formats on the Internet.
Includes bibliographical references.
Summary:To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise included macroeconomic scenario analysis and its transmission into a range of single- and multifactor shocks. The tests covered the entire Nigerian banking system and looked at the short-term horizon, in part because of data constraints. Sensitivity stress tests estimated the impact of changes in individual variables on banks' portfolios.
Other form:Print version: 9781299678125
Standard no.:10.5089/9781484352281.002