Macro Stress Testing Framework at the National Bank of Slovakia

This paper describes the current macro stress testing framework at the National Bank of Slovakia. Stress testing is aimed at testing the resilience of the banking sector to negative developments on the financial markets and in the real economy. The paper describes satellite models and assumptions used in the framework. The results of back testing and the most actual results of stress testing are also presented.

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Year of publication:	2014-10
Authors:	Klacso, Jan
Institutions:	Národná Banka Slovenska
Subject:	macro stress testing \| banking sector \| back testing

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Extent:	application/pdf
Series:	Working and Discussion Papers. - ISSN 1337-5830.
Type of publication:	Book / Working Paper
Notes:	Number PP 1/2014 46 pages
Classification:	E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010942098