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Sweden: Financial Sector Assessment Program Update: Technical Note on Stress Testing of the Banking Sector

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  • International Monetary Fund

Abstract

Although Sweden has recovered from the financial crisis, authorities have already initiated exit measures from crisis response policies. The Financial Sector Assessment Program (FSAP) Update undertook a financial stability analysis of the banking sector, including a comprehensive stress-testing exercise of banks’ solvency and liquidity positions. While the banking sector appears resilient to credit risk stress tests, liquidity stress test results reveal some weaknesses owing to its heavy reliance on wholesale funding. Swedish bank groups have extensive cross-border activities, mostly in the Scandinavian and Baltic regions.

Suggested Citation

  • International Monetary Fund, 2011. "Sweden: Financial Sector Assessment Program Update: Technical Note on Stress Testing of the Banking Sector," IMF Staff Country Reports 2011/288, International Monetary Fund.
    • Handle: RePEc:imf:imfscr:2011/288
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    Cited by:

    1. International Monetary Fund, 2011. "Sweden: Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector," IMF Staff Country Reports 2011/286, International Monetary Fund.
    2. International Monetary Fund, 2012. "Israel: Technical Note on Stress Test of the Banking, Insurance and Pension Sectors," IMF Staff Country Reports 2012/088, International Monetary Fund.
    3. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.

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