Russian Federation; Technical Note on Stress Testing of the Banking Sector
This technical note focuses on the stress testing exercise in 2010 for the financial sector assessment program based on the existing approaches of the Central Bank of Russia, as well as a separate bottom-up exercise. The tests covered broad ranges of risk factors. The single factor tests examined instantaneous impact of credit, concentration, market, liquidity, and interbank contagion risks. The results of the stress tests suggested that the Russian banking system is, on the whole, resilient to a variety of macroeconomic and financial shocks.
Saved in:
freely available
Saved in favorites
Similar items by subject
-
Russian Federation; Financial System Stability Assessment
(2011)
-
Romania; Financial Sector Stability Assessment
(2010)
-
Spain; Financial System Stability Assessment
(2012)
- More ...
Similar items by person