Quantitative assessment of a financial system
Subtitle: Barbados
By: prepared by Karen Chase ... [et al.].
Contributors: Chase, Karen Andrea.; International Monetary Fund. Monetary and Financial Systems Dept.
Series: IMF working paper -- WP/05/76
Publisher: International Monetary Fund, Monetary and Financial Systems Dept.
Published: 2005
Place of publication: Washington, D.C
Language: eng
Number of pages: 20
Subjects: Banks and banking -- Barbados.; Finance -- Barbados.
Description: A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting model, and a medium-term forecast is generated for bank capitalization, profitability, liquidity and nonperforming loans. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is stable and resilient to macroeconomic shocks of a type and magnitude that Barbados has experienced in the past.
Notes: "April 2005."

"Prepared by Karen Chase, Kevin Greenidge, Winston Moore, and DeLisle Worrell."

Includes bibliographical references (p. 20).

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