Fungáèová, Zuzana; Jakubík, Petr - Institut ekonomických studií, Univerzita Karlova v Praze - 2012
systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are … propose a top-down stress test methodology that employs relatively limited information to overcome this data problem. Moreover … sheet items. Application of our proposed stress test framework to the Russian banking sector reveals a high sensitivity of …