finantsstressitest
Finantsstressitest is a simulation exercise used to assess how a financial institution, a financial system, or an economy would perform under adverse macroeconomic conditions. Its aim is to stress capital, liquidity, and earnings, identify vulnerabilities, and inform risk management and supervisory decisions. Banks, central banks, and regulators commonly conduct these tests.
Methodology involves designing macroeconomic scenarios (such as a recession, sharp drop in asset prices, or funding
Types include macroprudential stress tests, which assess systemic risk, and idiosyncratic tests focused on a single
Results inform capital planning, liquidity strategy, risk appetite, and supervisory actions. They support decision-making but depend