IMF-马尔代夫：金融部门评估方案关于银行压力测试和气候风险分析的技术说明（英）-2024.1.docx

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IMFCountryReportNo.24/19

January2024

FINANCIALSECTORASSESSMENTPROGRAM

TECHNICALNOTEONBANKSTRESSTESTINGANDCLIMATERISKANALYSIS

ThispaperontheMaldiveswaspreparedbyastaffteamoftheInternationalMonetaryFundasbackgrounddocumentationfortheperiodicconsultationwiththemembercountry.ItisbasedontheinformationavailableatthetimeitwascompletedonDecember18,2023.

Copiesofthisreportareavailabletothepublicfrom

InternationalMonetaryFund?PublicationServicesPOBox92780?Washington,D.C.20090Telephone:(202)623-7430?Fax:(202)623-7201

E-mail:publications@imf.orgWeb:

InternationalMonetaryFundWashington,D.C.

?2024InternationalMonetaryFund

December18,2023

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FINANCIALSECTORASSESSMENTPROGRAM

TECHNICALNOTE

BANKSTRESSTESTINGANDCLIMATERISKANALYSIS

PreparedBy ThisTechnicalNotewaspreparedbyIMFstaffintheMonetaryandCapitalMarketscontextoftheFinancialSectorAssessmentProgramDepartment inMaldives.Itcontainstechnicalanalysisand

detailedinformationunderpinningtheFSAP’s

findingsandrecommendations.Furtherinformation

ontheFSAPcanbefoundat

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CONTENTS

Glossary 4

EXECUTIVESUMMARY 6

INTRODUCTION 9

MacrofinancialDevelopments 9

FinancialSystemStructure 9

BankingSystemCharacteristics 10

SYSTEMICRISKANALYSIS 14

ScopeandDataQuality 14

MacrofinancialStressTestScenarios 15

SOLVENCYSTRESSTESTS 17

Top-DownStressTestMethodology 17

Top-DownStressTestsResults 20

Bottom-UpStressTestResults 27

LIQUIDITYSTRESSTESTS 31

Cashflow-basedLiquidityStressTests 31

LiquidityCoverageRatio 33

DepositConcentrationSensitivityAnalysis 34

OTHERSENSITIVITYANALYSES 35

InterestRateRisk 35

ForeignCurrencyRiskinBalanceSheets 35

CLIMATERISKANALYSIS 36

PhysicalClimateRiskContextoftheMaldives 36

ClimateScenarios 37

Methodology 38

Results 48

Recommendations 49

References 67

FIGURES

Structureofthe