Coverart for item
The Resource Financial Sector Projections and Stress Testing in Financial Programming : A New Framework, Antonio Garcia Pascual

Financial Sector Projections and Stress Testing in Financial Programming : A New Framework, Antonio Garcia Pascual

Label
Financial Sector Projections and Stress Testing in Financial Programming : A New Framework
Title
Financial Sector Projections and Stress Testing in Financial Programming
Title remainder
A New Framework
Statement of responsibility
Antonio Garcia Pascual
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
This paper proposes a framework to check for consistency between the IMF's standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the financial sector remain solvent in the medium term under the assumptions of the macroeconomic framework and that the macroeconomic framework is fine-tuned should threats to financial sector solvency arise as a result of assumptions underlying the medium-term macroeconomic framework projections. The proposed framework can also be used to conduct sensitivity analysis of the aggregated financial sector to various types of risks, including foreign exchange, interest rate, and credit risk. For surveillance purposes, this framework can easily be integrated into one of the standard sectoral files so that any update to the macroeconomic framework automatically feeds into the financial sector medium-term projections. We anticipate the proposed framework to be of interest to IMF economists as well as outside analysts
Member of
Cataloging source
DcWaIMF
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Garcia Pascual, Antonio
Government publication
international or intergovernmental publication
LC call number
K4452.I57
LC item number
G373 2006 ONLINE
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Basu, Ritu
  • Choueiri, Nada
  • Garcia Pascual, Antonio
Series statement
IMF Working Paper
Series volume
WP/06/33
http://library.link/vocab/subjectName
  • Banking Sector
  • Banking
  • Central Bank
  • Eurobonds
  • Financial Institutions and Services: General
  • Financial Programming
  • Bolivia
  • Peru
  • Slovak Republic
Label
Financial Sector Projections and Stress Testing in Financial Programming : A New Framework, Antonio Garcia Pascual
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2006033
Dimensions
unknown
Extent
1 online resource (29 pages)
Form of item
online
Isbn
9781451862935
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451862935.001
Specific material designation
remote
System control number
(IMF)WPIEA2006033
Label
Financial Sector Projections and Stress Testing in Financial Programming : A New Framework, Antonio Garcia Pascual
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2006033
Dimensions
unknown
Extent
1 online resource (29 pages)
Form of item
online
Isbn
9781451862935
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451862935.001
Specific material designation
remote
System control number
(IMF)WPIEA2006033

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