Stress testing has become an important topic in banking practice since the development of the risk management and the enforcement of international supervisory requirements. While, in the context of credit risk, the regulatory perspective is mainly focused on stressing risk parameters, we propose...

Since the 2007-09 crisis, increasing attention has been devoted to capital adequacy and balance sheet integrity. Banks have been required to improve the quality of their own funds, strengthen their liquidity structure, and enforce their risk management processes. This paper serves the purpose of...