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Russian Federation - Financial sector assessment program : technical note - stress testing (Английский)

This note presents the methodology and results of stress tests of the financial sector carried out as part of the 2016 Financial Sector Assessment Program (FSAP) for the Russian Federation. The stress tests focused on banks, reflecting the structure of the Russian financial sector, which is relatively small and bank-dominated. The stress tests showed that the banking system is likely to need additional capital. Even in the baseline scenario, ...
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