Maldives: Financial Sector Assessment Program-Technical Note on Bank Stress Testing and Climate Risk Analysis

January 19, 2024

Preview Citation

Format: Chicago

Maldives: Financial Sector Assessment Program-Technical Note on Bank Stress Testing and Climate Risk Analysis, (USA: International Monetary Fund, 2024) accessed November 21, 2024

Summary

A systemic vulnerability analysis and stress tests were conducted as part of the Maldives FSAP. The vulnerability analysis and stress tests were based on quarterly aggregate balance sheet supervisory data for the eight banks in Maldives as of December 2022. Identified vulnerabilities were subjected to hypothetical extreme but plausible scenarios that were informed by the Risk Assessment Matrix. Risks analyzed were credit risk, liquidity risk and market risk. Credit risks materialized as non-performing loans and pressure on pre-provision income, liquidity risks as deposit outflows, and market risks as changes in interest and exchange rates.

Subject: Commercial banks, Currencies, Financial institutions, Financial sector policy and analysis, International organization, Loans, Monetary policy, Money, Nonperforming loans, Stress testing

Keywords: Aggregate capitalization, B. liquidity coverage ratio, Commercial banks, Currencies, Deposit concentration sensitivity analysis, Global, Loans, Market risk sensitivity analysis result, Market Risk sensitivity analysis result, Nonperforming loans, Sensitivity analysis assumption, Stress testing, Summary market Risk sensitivity analysis result, Summary solvency Risk result

Publication Details

Pages:

69
Volume:

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DOI:

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Issue:

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Series:

Country Report No. 2024/019
Stock No:

1MDVEA2024001
ISBN:

9798400265990
ISSN:

1934-7685

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