| Description |
1 online resource (102 pages) : illustrations (some color). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
IMF Staff Country Reports
|
|
IMF Staff Country Reports.
|
| Bibliography |
Includes bibliographical references. |
| Contents |
Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario. |
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6. Trading Book Risk Parameters Under the Stress-test ScenarioB. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications. |
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4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST. |
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14. Contribution to MCCSR Deviation from Baseline10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income. |
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22. IMF Top Down Model of Income Statement-Non-interest Expense23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration. |
| Summary |
In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
International Monetary Fund -- Developing countries.
|
|
International Monetary Fund. |
|
Developing countries. |
|
International Monetary Fund. |
|
Finance -- Developing countries -- Evaluation.
|
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Finance. |
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Evaluation. |
|
International finance.
|
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International finance. |
| Genre/Form |
Electronic books.
|
| Added Author |
International Monetary Fund. Monetary and Capital Markets Department, issuing body.
|
| Other Form: |
Print version: International Monetary Fund. Monetary and Capital Markets Department. Canada : financial sector assessment program stress testing, technical note. Washington, District of Columbia : International Monetary Fund, ©2014 approximately 102 pages IMF Country Reports ; Number 14/69 9781475523096 |
| ISBN |
9781484331187 (electronic book) |
|
1484331184 (electronic book) |
|
9781475523096 |
|
