01820cas a2200241 a 4500 AALejournalIMF017185 230101c9999 xx r poo 0 0eng d 5.00 USD 9781475545975 1934-7685 BD-DhAAL BD-DhAAL International Monetary Fund. Independent Evaluation Office. Morocco : Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System. Washington, D.C. : International Monetary Fund, 2016. 1 online resource (65 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 This Technical Note discusses the key findings of the stress testing of the banking system in Morocco. The stress tests examined the resilience of the Moroccan banking system to solvency, liquidity, and contagion risks. The global liquidity stress tests revealed that most banks in the system would be exposed to liquidity risks in the event of large deposit withdrawals, under a more severe scenario than the Basel III Liquidity Coverage Ratio metrics, or depletion of unsecured wholesale funding. Banks were found to be less vulnerable to direct contagion risk through bilateral exposure. The contagion risk analysis revealed that the risks stemming from domestic interbank exposures are very limited. Mode of access: Internet IMF Staff Country Reports; Country Report ; No. 2016/329 Full text available on IMF http://elibrary.imf.org/view/journals/002/2016/329/002.2016.issue-329-en.xml IMF e-Library