France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector

July 1, 2013

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Format: Chicago

France: Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector, (USA: International Monetary Fund, 2013) accessed December 22, 2024

Summary

This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing analysis was used to capture the most salient risks for banks. The findings support the current focus of Autorité de Contrôle Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would be able to meet regulatory ratios under most scenarios. Solvency stress tests indicate that banks could cope with deterioration in the economic environment while phasing in capital requirements under Capital Requirements Directive IV.

Subject: Asset and liability management, Banking, Commercial banks, Financial institutions, Financial sector policy and analysis, Liquidity, Liquidity stress testing, Solvency stress testing, Stress testing

Keywords: Access to ECB facility, Bank assets, Bank capital projection, Bank solvency stress test result, Banking groups, Banks BU, Commercial banks, CR, ECB liquidity, Global, ISCR, Liquidity, Liquidity stress testing, Solvency stress testing, Stress testing

Publication Details

Pages:

71
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2013/185
Stock No:

1FRAEA2013007
ISBN:

9781616358556
ISSN:

1934-7685

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