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  • 标题:Further analysis of the stress test of banks’ capital adequacy in Financial Stability 2/2010
  • 本地全文:下载
  • 作者:Gøril Bjerkhol Havro ; Cathrine Bolstad Træe ; Bjørn Helge Vatne
  • 期刊名称:Economic Bulletin / Norges Bank
  • 印刷版ISSN:0029-1676
  • 电子版ISSN:1503-8831
  • 出版年度:2011
  • 出版社:Norges Bank
  • 摘要:Economic Bulletin includes more detailed information about the stress tests that are presented in the report series Financial Stability. In the tests, banks’ accounts are projected over a four-year period. In this analysis, the construction of the stress alternative in Financial Stability 2/2010 is presented as well as the sensitivity of the results to changes in key assumptions. The results of the stress tests show that banks can maintain a sound level of capital adequacy even if economic growth should prove to be weak several years ahead. A broad range of sensitivity analyses show that banks can also absorb more severe economic shocks than those incorporated in the stress test
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