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 …

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 …

This paper develops a risk-based stress-testing framework for emerging microfinance banks using a structural vector … that are particularly relevant for supervisory stress testing in newly established banking segments. Impulse response …

on macro- and sectoral scenario covariates standard in stress testing. The tail exhibits three- to five-fold stronger … estimation into stress testing, advancing scenario-based assessment of sectoral credit risk for policy and prudential …

its usefulness for stress testing. Supervisory stress-test scenarios are often criticized for being either too mild or …

its usefulness for stress testing. Supervisory stress-test scenarios are often criticized for being either too mild or …