01763cas a2200241 a 4500 AALejournalIMF011802 230101c9999 xx r poo 0 0eng d 5.00 USD 9781475503197 1934-7685 BD-DhAAL BD-DhAAL International Monetary Fund. Israel : Technical Note on Stress Test of the Banking, Insurance and Pension Sectors. Washington, D.C. : International Monetary Fund, 2012. 1 online resource (58 pages) IMF Staff Country Reports <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students A technical note on the stress test of Israel's banking, insurance, and pension sectors is presented. The Israel Financial Sector Assessment Program Update stress testing exercise comprises a comprehensive analysis of solvency and liquidity risks of key banking and insurance institutions. Satellite models cover housing and corporate credit, household nonhousing credit, profit components, profit retention behavior, and haircut models of government and financial institution bonds. Single-factor tests have been conducted to estimate vulnerabilities to market risk and an idiosyncratic credit shock from exposures to the largest borrower groups and the three largest corporate borrowers. Mode of access: Internet IMF Staff Country Reports; Country Report ; No. 2012/088 Full text available on IMF http://elibrary.imf.org/view/journals/002/2012/088/002.2012.issue-088-en.xml IMF e-Library