Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, … - 2024
This paper provides an overview of stress-testing methodologies in Europe, with a focus on the advancements made by the … European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST … played a pivotal role in refining stress-testing practices, promoting collaboration among central banks and supervisory …