Browsing Norges Banks vitenarkiv by Author "Havro, Gøril Bjerkhol"
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Further Analysis of the Stress Test of Banks’ Capital Adequacy in Financial Stability 2/2010
Havro, Gøril Bjerkhol; Træe, Cathrine Bolstad; Vatne, Bjørn Helge (Journal article, 2011)Economic Bulletin includes more detailed information about the stress tests that are presented in the report series Financial Stability. In the tests, banks’ accounts are projected over a four-year period. In this analysis, ... -
Norges Banks stresstest i Finansiell stabilitet 2/10 sett opp mot bankenes fremskrivinger
Havro, Gøril Bjerkhol; Johansen, Rønnaug Melle; Ruud, Jørgen; Træe, Cathrine Bolstad (Journal article, 2011)I rapporten Finansiell stabilitet publiserer Norges Bank to ganger i året resultatene av makrostresstester hvor vi fremskriver bankenes kapitaldekning under ulike alternativer for den makroøkonomiske utviklingen. Høsten ... -
Norges Bank’s Stress Test in Financial Stability 2/10 Compared with Banks’ Projections
Havro, Gøril Bjerkhol; Johansen, Rønnaug Melle; Ruud, Jørgen; Træe, Cathrine Bolstad (Journal article, 2011)In autumn 2010, at the request of Finanstilsynet, seven Norwegian banks projected their capital adequacy based on Norges Bank’s macro scenarios in Financial Stability 2/10. A summary of the results was included in Risk ... -
Stress Testing in Norges Bank Before and During the Crisis - an Overview
Havro, Gøril Bjerkhol (Economic Commentaries;5/2010, Others, 2010)Stress testing is a central tool in assessing the outlook for and risks to financial stability, and a tool that has received increased attention in connection with the global financial crisis. Since 2004, Norges Bank has ... -
Utdyping om stresstesten av bankenes kapitaldekning i Finansiell stabilitet 2/2010
Havro, Gøril Bjerkhol; Træe, Cathrine Bolstad; Vatne, Bjørn Helge (Journal article, 2010)Stresstester av bankenes soliditet ble første gang introdusert i Finansiell stabilitet (FS) i 2004. Siden da har Norges Bank to ganger årlig presentert slike stresstester. Norges Bank bruker stresstestene til å kvantifisere ... -
Utdyping om stresstesten av bankens kapitaldekning i Finansiell stabilitet 1/2010
Havro, Gøril Bjerkhol; Træe, Cathrine Bolstad; Vatne, Bjørn Helge (Journal article, 2010)Penger og Kreditt publiserer utdypende informasjon om stresstestene som presenteres i rapportserien Finansiell stabilitet. I testene fremskrives bankenes regnskaper til 2013. I denne utdypingen beskrives oppbyggingen av ...