01876cas a2200241 a 4500 AALejournalIMF017981 230101c9999 xx r poo 0 0eng d 5.00 USD 9781484322475 1934-7685 BD-DhAAL BD-DhAAL International Monetary Fund. Monetary and Capital Markets Department. Sweden : Financial Sector Assessment Program-Technical Note-Stress Testing. Washington, D.C. : International Monetary Fund, 2017. 1 online resource (93 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 explains the stress testing approach of the 2016 Financial Sector Assessment Program in assessment of risk in the Swedish financial sector and provides the results of the tests. Stress tests covered three major segments of the domestic financial sector. The resilience of the Swedish banking system was tested against solvency, liquidity, and contagion risks. The solvency stress test suggests that banks would be resilient to severe economic distress. Bank liquidity stress tests suggest that banks could withstand severe funding and market liquidity shocks, but there are pockets of vulnerability. The overall stress testing exercise suggests that there is room for improvement in the individual components of authorities' stress testing framework. Mode of access: Internet IMF Staff Country Reports; Country Report ; No. 2017/309 Full text available on IMF http://elibrary.imf.org/view/journals/002/2017/309/002.2017.issue-309-en.xml IMF e-Library