Financial Sector Projections and Stress Testing in Financial Programming: A New Framework
This paper proposes a framework to check for consistency between the IMF''s standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails tha...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2006
|
| Schriftenreihe: | IMF Working Papers
Working Paper No. 06/33 |
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Zusammenfassung: | This paper proposes a framework to check for consistency between the IMF''s standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the financial sector remain solvent in the medium term under the assumptions of the macroeconomic framework and that the macroeconomic framework is fine-tuned should threats to financial sector solvency arise as a result of assumptions underlying the medium-term macroeconomic framework projections. The proposed framework can also be used to conduct sensitivity analysis of the aggregated financial sector to various types of risks, including foreign exchange, interest rate, and credit risk. For surveillance purposes, this framework can easily be integrated into one of the standard sectoral files so that any update to the macroeconomic framework automatically feeds into the financial sector medium-term projections. We anticipate the proposed framework to be of interest to IMF economists as well as outside analysts |
| Beschreibung: | 1 Online-Ressource (29 p) |
| ISBN: | 1451862938 9781451862935 |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:27Z |
| indexdate | 2024-07-10T09:35:35Z |
| institution | BVB |
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| language | English |
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| record_format | marc |
| series2 | IMF Working Papers |
| spelling | Garcia Pascual, Antonio Verfasser aut Financial Sector Projections and Stress Testing in Financial Programming A New Framework Garcia Pascual, Antonio Washington, D.C International Monetary Fund 2006 1 Online-Ressource (29 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 06/33 This paper proposes a framework to check for consistency between the IMF''s standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the financial sector remain solvent in the medium term under the assumptions of the macroeconomic framework and that the macroeconomic framework is fine-tuned should threats to financial sector solvency arise as a result of assumptions underlying the medium-term macroeconomic framework projections. The proposed framework can also be used to conduct sensitivity analysis of the aggregated financial sector to various types of risks, including foreign exchange, interest rate, and credit risk. For surveillance purposes, this framework can easily be integrated into one of the standard sectoral files so that any update to the macroeconomic framework automatically feeds into the financial sector medium-term projections. We anticipate the proposed framework to be of interest to IMF economists as well as outside analysts Online-Ausg Basu, Ritu Sonstige oth Choueiri, Nada Sonstige oth http://elibrary.imf.org/view/IMF001/02410-9781451862935/02410-9781451862935/02410-9781451862935.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Garcia Pascual, Antonio Financial Sector Projections and Stress Testing in Financial Programming A New Framework |
| title | Financial Sector Projections and Stress Testing in Financial Programming A New Framework |
| title_auth | Financial Sector Projections and Stress Testing in Financial Programming A New Framework |
| title_exact_search | Financial Sector Projections and Stress Testing in Financial Programming A New Framework |
| title_exact_search_txtP | Financial Sector Projections and Stress Testing in Financial Programming A New Framework |
| title_full | Financial Sector Projections and Stress Testing in Financial Programming A New Framework Garcia Pascual, Antonio |
| title_fullStr | Financial Sector Projections and Stress Testing in Financial Programming A New Framework Garcia Pascual, Antonio |
| title_full_unstemmed | Financial Sector Projections and Stress Testing in Financial Programming A New Framework Garcia Pascual, Antonio |
| title_short | Financial Sector Projections and Stress Testing in Financial Programming |
| title_sort | financial sector projections and stress testing in financial programming a new framework |
| title_sub | A New Framework |
| url | http://elibrary.imf.org/view/IMF001/02410-9781451862935/02410-9781451862935/02410-9781451862935.xml |
| work_keys_str_mv | AT garciapascualantonio financialsectorprojectionsandstresstestinginfinancialprogramminganewframework AT basuritu financialsectorprojectionsandstresstestinginfinancialprogramminganewframework AT choueirinada financialsectorprojectionsandstresstestinginfinancialprogramminganewframework |