| Brasil: Nota técnica sobre las pruebas de estrés del sector bancario. © IMF |
Brazil: Technical Note on Stress Testing the Banking Sector. Washington D.C. © International Monetary Fund, June 06, 2013, 47 p., ISBN/ISSN: 9781484365946/2227-8907 Financial stability analysis focused on potential stress in the banking sector, taking into account the broader macro-financial situation and upcoming regulatory changes. At the current juncture, potential risks to financial stability can arise (i) from abroad, for example resulting from a severe global recession triggered by external shocks; (ii) from domestic sources of stress, originating, for example, from an increasing level of indebtedness of the household sector and the gradual inclusion of lower rated borrowers; or (iii) through a combined shock in international and domestic markets. An important potential channel of stress in Brazil is the reversal of capital flows, which has been captured by specific scenarios. Palabras Clave: Brasil, sector bancario, pruebas de estrés, capitalización bancaria, sistema financiero, escenarios macroeconómicos, análisis de riesgos, estabilidad financiera Clasificación JEL: E44, G21, G24, G28, O54, Y10 |
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