Assessing liquidity buffers in the Panamanian banking sector /:

This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the Liquidity Coverage Ratio (LCR) defined in the Basel III accord. The risk of losing a s...

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Hauptverfasser: Komaromi, Andras (VerfasserIn), Hadzi-Vaskov, Metodij (VerfasserIn), Wezel, Torsten (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: [Washington, D.C.] : International Monetary Fund, [2016]
Schriftenreihe:IMF working paper ; WP/16/200.
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Zusammenfassung:This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the Liquidity Coverage Ratio (LCR) defined in the Basel III accord. The risk of losing a substantial part of foreign funding is analyzed through a conventional liquidity stress test scrutinizing several layers of liquidity across maturity buckets. The results of this study point to some vulnerabilities. First, our approximations indicate that about half of Panamanian banks would need to adjust their liquid asset portfolios to meet current LCR standards. Second, while most banks would be able to meet funding outflows in the stress-test scenario, a number of banks would have to use up all of their liquidity buffers, and a few even face a final shortfall. Nonetheless, most banks displaying sizable liquidity shortfalls have robust solvency positions.
Beschreibung:"October 2016."
At head of title: International Monetary Fund, Western Hemisphere Department.
Beschreibung:1 online resource (22 pages) : color illustrations
Bibliographie:Includes bibliographical references (page 21).
ISBN:9781475544824
1475544820
1475544898
9781475544893
ISSN:1018-5941 ;

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