IMF Staff Country Reports

Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing

November 10, 2020

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Norway: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing, (USA: International Monetary Fund, 2020) accessed November 23, 2024

Summary

Much of the work of the FSAP was conducted prior to the COVID-19 outbreak. The risk and vulnerability analysis integrates the original work with a quantification of the impact of the COVID-19 crisis on bank solvency under two separate scenarios. The original ‘market shock’ scenario explores additional risks that feature less prominently in the COVID scenarios.

Subject: Capital adequacy requirements, Carbon tax, Financial institutions, Financial regulation and supervision, Financial sector policy and analysis, Loans, Mortgages, Stress testing, Taxes

Keywords: Banking system, Capital adequacy requirements, Carbon price, Carbon tax, Cash flow, Central bank, CR, Credit risk, Global, ISCR, Loan loss, Loans, Money market, Mortgage company, Mortgages, Share index, Stress testing, Swap line, Time horizon, U.S. dollar

Publication Details

  • Pages:

    72

  • Volume:

    ---

  • DOI:

    ---

  • Issue:

    ---

  • Series:

    Country Report No. 2020/295

  • Stock No:

    1NOREA2020008

  • ISBN:

    9781513560755

  • ISSN:

    1934-7685