Assessing liquidity buffers in the Panamanian banking sector /

This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the Liquidity Coverage Ratio (LCR) defined in the Basel III accord. The risk of losing a s...

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Bibliographic Details
Main Authors: Komaromi, Andras (Author, (IMF staff)), Hadzi-Vaskov, Metodij ((IMF staff)), Wezel, Torsten ((IMF staff))
Format: eBook
Published: [Washington, D.C.] : International Monetary Fund, [2016]
Series:IMF working paper ; WP/16/200.
Online Access:CONNECT
Table of Contents:
  • Cover; Contents; Abstract; I. Introduction and Motivation; II. Short-Term Liquidity in Light of the LCR; III. Testing for Bank's Resilience to Loss of Foreign Funding; IV. Concluding Remarks; V. References; Tables; 1. Assumptions in the Extreme Scenario; 2. Funding Run-off Rates by Type of Funding and Residual Maturity; 3. Summary Results of Conventional Liquidity Stress Test-General License; Box; 1. Mapping the SBP's Liquidity Report to the LCR; Appendix; I. Results of Conventional Liquidity Stress Test for Banks with International License.