Further analysis of the stress tests in Financial Stability 2/11
Rønnaug Melle Johansen and Knut Kolvig
Economic Bulletin includes more detailed information about the stress tests that are presented in the report series Financial Stability. The purpose of the stress tests is to assess the vulnerability of the banking system as a whole under different macroeconomic scenarios. This article describes how the adverse scenario in Financial Stability 2/11 is constructed and the sensitivity of the results to changes in key assumptions. The article focuses in particular on developments for Norwegian banks in recent years.
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