Andina

IMF: Peru's banking system has become more resilient to adverse shocks

09:20 | Washington D.C. (U.S.), Jul. 26.

Peru's financial system has developed and become more resilient since the previous Financial System Stability Assessment (FSSA) was published in 2011, the International Monetary Fund (IMF) pointed out.

However, there are still some challenges to be faced, the multilateral institution indicated in its latest (FSSA).

In said report, IMF said the Inca country's major vulnerabilities are external, which are particularly related to the increased number of trade partners (due to reliance on commodity exports), and exchange rate depreciation (due to significant dollarization).

Nevertheless, "Peru is also vulnerable to domestic headwinds, related to uncertainty and spillovers from the ongoing Lava Jato investigation."

According to IMF, the Peruvian banking sector "remains highly concentrated." Plus, the four largest banks make up 83% of total private banking sector assets.
 
It must be noted these top four financial entities are all classified as domestic systemically-important banks and, therefore, they are subject to an intensive monitoring.

"The mission's stress-test analysis showed that the banking system is largely resilient to adverse shocks, largely because of banks' initial strong capital buffers and profitability," the fund stated.

Small banks

In the adverse scenario, "all large banks experience credit losses, but initial high capital and profitability help them remain above the minimum regulatory capital adequacy ratio (CAR) threshold of 10%."

In the case of a few small banks, the CARs fall below said regulatory threshold.

As is known, the overall banking system's profits tend to decrease considerably in an adverse scenario, in which some banks face losses, "but the aggregate capital shortfall for these banks is modest."

The study also revealed shock affecting credit exposures —which are strongly correlated among large banks— have the potential to become systemic events, given that Peru's banking system is concentrated.

(END) NDP/JAA/MVB

Published: 7/26/2018