Switzerland: Financial Sector Stability Assessment; imf country Report 14/143; April 16, 2014

Table 16. Switzerland: Liquidity Risk Stress Test Matrix 
Domain 
Assumptions 
Bottom-Up by Banks 
Top-Down by Authorities 
Top-down by IMF 
Institutions included 
 
N/A 
 
All banks 
 
30 banks 
Market share 
 
Percent of total sector assets: 
100 
 
Percent of total sector assets: 85 
Data and baseline date 
 
Supervisory data 
 
Publicly available data 
Methodology 
 
Basel III ratio (LCR). 
 
Bank-run type test, (bank-run 
scenarios based on expert 
judgment). 
Risks 
 
Funding and market liquidity, 
maturity mismatches. 
 
Funding liquidity, maturity 
mismatches. 
Regulatory standards 
 
Proxy for Basel III ratio (LCR). 
 
N/A. 
Results 
 
Pass rate, and remaining 
buffers; system-wide and by 
bank type. 
 
Pass rate, and remaining buffers; 
system-wide and by bank type. 
Source: IMF staff.