Argentina: Financial Sector Assessment Program-Financial Sector Stability-Technical Note

February 29, 2016

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Format: Chicago

Argentina: Financial Sector Assessment Program-Financial Sector Stability-Technical Note, (USA: International Monetary Fund, 2016) accessed December 21, 2024

Summary

This paper provides technical analysis and detailed information underpinning the Financial Sector Assessment Program in Argentina. The implementation of stress tests is conceptually challenging in the Argentinean context, and the results must be interpreted with a high degree of caution. The stress tests examined the resilience of the Argentine banking system to solvency, liquidity, and contagion risks. These tests suggest that most banks are in a position to withstand substantial levels of stress while still phasing in capital requirements under Basel II, and credit risk is the most important vulnerability. Banks appeared resilient to market risk but less so to sovereign risks.

Subject: Banking, Commercial banks, Financial institutions, Financial sector policy and analysis, Financial services, Insurance companies, Liquidity stress testing, Real interest rates, Stress testing

Keywords: A number of bank, Bank capitalization, Bank loss, Bank portfolio, Bank solvency stress test result, Bank solvency stress tests, Banking system, Commercial banks, CR, Credit loss, Global, Insurance companies, ISCR, La República Argentina, Liquidity stress testing, Money market, Real interest rates, Stress testing

Publication Details

Pages:

62
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2016/065
Stock No:

1ARGEA2016002
ISBN:

9781498391337
ISSN:

1934-7685

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