Relevant bibliographies by topics / Financial Stress Testing

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Financial Stress Testing'

Author: Grafiati
Published: 7 June 2025
Last updated: 2 August 2025

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Journal articles on the topic "Financial Stress Testing"

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Mirkovic, Vladimir. "Stress testing in financial institutions." Bankarstvo 43, no. 1 (2014): 88–117. http://dx.doi.org/10.5937/bankarstvo1401088m.

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AMINI, HAMED, RAMA CONT, and ANDREEA MINCA. "STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS." International Journal of Theoretical and Applied Finance 15, no. 01 (2012): 1250006. http://dx.doi.org/10.1142/s0219024911006504.

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We propose a simulation-free framework for stress testing the resilience of a financial network to external shocks affecting balance sheets. Whereas previous studies of contagion effects in financial networks have relied on large scale simulations, our approach uses a simple analytical criterion for resilience to contagion, based on an asymptotic analysis of default cascades in heterogeneous networks. In particular, our methodology does not require to observe the whole network but focuses on the characteristics of the network which contribute to its resilience. Applying this framework to a sam
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Gao, Gelin, Bud Mishra, and Daniele Ramazzotti. "Causal data science for financial stress testing." Journal of Computational Science 26 (May 2018): 294–304. http://dx.doi.org/10.1016/j.jocs.2018.04.003.

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Weber, Olaf. "Climate stress testing in the financial industry." Current Opinion in Environmental Sustainability 66 (February 2024): 101401. http://dx.doi.org/10.1016/j.cosust.2023.101401.

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Kuznetsova, V. V., and O. I. Larina. "Evolution of stress testing of financial institutions." UPRAVLENIE / MANAGEMENT (Russia) 11, no. 4 (2023): 45–54. http://dx.doi.org/10.26425/2309-3633-2023-11-4-45-54.

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The article raises the issues of developing a relevant tool for financial regulation and supervision – stress testing. Regulatory authorities use different types of testing to assess possible problems, as well as to model the response of supervised institutions to changes in system parameters. At present, the issues of ensuring financial stability are quite acute, and the search for effective analytical tools is an important managerial task, the solution of which is the focus of this study. The purpose of the article is to substantiate the advantages and limitations of this tool and to identif
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Andrushchenko, Yuliy S. "Stress Testing for Assessing the Impact of Market Shocks on Banks' Financial Stability." International Journal of Psychosocial Rehabilitation 24, no. 5 (2020): 4617–28. http://dx.doi.org/10.37200/ijpr/v24i5/pr2020175.

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Umavezi, Joshua Uzezi. "Bayesian Deep Learning for Uncertainty Quantification in Financial Stress Testing and Risk Forecasting." International Journal of Research Publication and Reviews 6, no. 5 (2025): 6540–55. https://doi.org/10.55248/gengpi.6.0525.1786.

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Koosakul, Jakree, and Eugena Topi. "Stress Testing the Albanian Banking Sector." Selected Issues Papers 2025, no. 039 (2025): 1. https://doi.org/10.5089/9798229007603.018.

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Over the past decade, the Albanian banking sector has undergone a remarkable transformation amid strong macroeconomic performance and sound financial reforms. Nevertheless, pockets of vulnerability remain, including some that were identified during the IMF’s 2014 Financial Sector Assessment Program (FSAP). To assess the resilience of the Albanian banking sector, this paper conducts capital adequacy and liquidity stress testing exercises using supervisory bank-level data. The results indicate banks’ broad resilience to shocks arising from non-performing loans and interest rates. On the other ha
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Garcia Pascual, Antonio, Nada Choueiri, and Ritu Basu. "Financial Sector Projections and Stress Testing in Financial Programming: A New Framework." IMF Working Papers 06, no. 33 (2006): 1. http://dx.doi.org/10.5089/9781451862935.001.

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Mustafa, Omer Allagabo Omer. "Sudanese Banking Sector and Stress Testing." Applied Economics and Finance 10, no. 3 (2023): 11. http://dx.doi.org/10.11114/aef.v10i3.6063.

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The repercussions of the 2008 Global Financial Crisis helped to reconsider the foundations used in assessing the banks’ withstand potential crises. In 2009, the BCBS issued a document entitled “Principles for Sound Stress Testing Practices and Supervision” as a basis for early evaluation of the performance of banking institutions and their ability to overcome sudden shocks and crises. The study aims to examine the ability of the Sudanese Banking Sector to pass stress testing and withstand sudden shock in light of the Basel II standards of stress test. The methodology was based on analyzing the
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Dissertations / Theses on the topic "Financial Stress Testing"

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Koliai, Lyes. "Stress testing and financial risks." Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090069/document.

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Cette thèse établit un cadre d’évaluation des stress tests financiers, en identifiant leurs principales limites. Trois approches ont été proposées pour améliorer les pratiques actuelles à chaque étape du processus. Elles incluent : (i) un modèle semi-paramétrique TVE–copules-paires pour les facteurs de risque financiers, avec un accent particulier sur les valeurs extrêmes, (ii) un modèle d'évaluation pour estimer l'impact de ces facteurs sur un système financier, via des effets directs, indirects et de contagion, en considérant les réactions endogènes publiques et privées, et (iii) une approch
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Nikoci, Besjana <1989&gt. "Stress Testing for Financial Risk Management." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6935.

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The complexity and duration of the financial crisis has led many banks and authorities to question the adequacy of stress testing practices prior to the crisis and their efficiency to cope with rapidly changing circumstances. Stress testing is a process to identify and manage situations that could cause extraordinary losses and it is an important risk management tool that is used by banks as part of their internal risk management. Majority of models make assumptions that do not hold in abnormal markets. Therefore, stress tests are vital for a comprehensive picture of risk. In this thesis we
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Carraro, Andrea <1994&gt. "Bayesian Networks and Financial Stress Testing - Assessing the Probability of Default for a Credit Institution." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14116.

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The thesis is focused on providing a view relative to Bayesian Networks as specific data analysis tools that may find application in the conduction of Financial Stress Testing exercises. These practices are mainly implemented by credit institutions to assess their current economic healthiness and possibly predict future trends relative to specific key performance indicators. In particular, with concern to the financial context, such exercises may be useful as for regulatory compliance purposes, other than being of guidance for the implementation of crisis-prevention actions. In order to adequa
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Arnould, Guillaume. "Stress testing the banking system : towards a more macroprudential approach." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E018.

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Les tests de résistance, qui évaluent la capacité des banques à soutenir la détérioration de la situation économique et financière, sont devenus un outil qui aide les banques centrales à exercer leur nouveau pouvoir de supervision et à promouvoir un système financier stable. En outre, la récente crise financière mondiale a déplacé le centre d'attention de la supervision financière d'une perspective microprudentielle, basée sur la résilience des institutions individuelles, à une perspective plus macroprudentielle, qui englobe la résilience globale du système financier. Par conséquent, les tests
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Štefančíková, Michaela. "Význam a vývoj záťažových testov bank v ČR a EÚ." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-199741.

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This thesis deals with the stress testing of banks in Czech Republic and the EU. The first part discusses the financial stability. Attention is paid mainly to different opinions of financial institutions and other experts. The first part includes the financial stability assessment tools of two major financial institutions that deal with financial stability (IMF and ECB). The second part is devoted to one the specific assessment tool for financial stability - stress testing. Stress testing part targets to include the latest theoretical knowledge that are related to stress testing. The third par
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Dao, Hong Trang. "Essays on Accounting for Financial Stability in the Banking Industry." Doctoral thesis, Università degli studi di Padova, 2019. http://hdl.handle.net/11577/3424889.

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The dissertation at hand focuses on the role of accounting in the aftermath of the 2007-2009 financial crisis. Particularly, concerns were raised about the impact of accounting rules, accounting discretions, and dividend payouts on bank behaviour. Consequently, the International Accounting Standards Board (IASB) and the Financial Accounting Standards Board (FASB) set forth their revisions to accounting standards. Furthermore, there is an increased intervention by both the supervisors and regulators. The first working paper titled "Dividends, Loan Loss Provisions, Lending: Early Evidence fro
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Богма, С. Д., та М. В. Мішеніна. "Застосування стрес-тестування при управлінні ліквідністю банку в період фінансової кризи". Thesis, Львівський інститут банківської справи Університету банківської справи Національного банку України, 2010. http://essuir.sumdu.edu.ua/handle/123456789/62281.

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У статті досліджено поняття ліквідності банку та фактори, що впливають на неї. Обгрунтовано важливість застосування стрес-тестування ліквідності банку в умовах фінансової кризи.<br>The definition of bank liquidity and liquidity factors are reviewed. The importance of using stress-testing of bank liquidity during the financial crisis is proved.
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Ткаченко, М. О. "Фінансова стійкість банку: методи оцінки". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Tkachenko.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти сутності фінансової стійкості банку та підходи до її визначення; досліджується необхідність оцінки та управління фінансовою стійкістю банків; визначаються методи оцінки та принципи, за якими проводиться оцінка фінансової стійкості. Проаналізовано основні фактори впливу на фінансову стійкість банку та визначено, які з них мають більший вплив. Проведено коефіцієнтний аналіз фінансової стійкості АТ «ПриватБанк» за допомогою аналізу балансу банку, оцінки фін
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Maťašová, Dominika. "Sekuritizace - analýza a dopady." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-112709.

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In the present work we study the securitized products of ?financial markets with focus on collateralized debt obligations and the impact of fi?nancial crisis on the markets in the world. First part the thesis is focused on the methodology of the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis teoretically describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end
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Стадник, А. С. "Механізм державного антикризового регулювання банківської системи". Thesis, Сумський державний університет, 2019. http://essuir.sumdu.edu.ua/handle/123456789/74404.

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Дисертаційна робота присвячена розвитку теоретичних засад, науково-методичних підходів та розробленню практичних рекомендацій щодо формування й реалізації механізму ДАРБС. У дисертації вдосконалене визначення поняття "банківська криза"; розроблений підхід до класифікації банківських криз; обгрунтовано, що банківські кризи виникають унаслідок впливу некерованих факторів зовнішнього середовища та накопиченого внутрішнього деструктивного кризового потенціалу. Розвинено концептуальні засади формування механізму державного антикризового регулювання банківської системи; вдосконалено методичні засади
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Books on the topic "Financial Stress Testing"

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Sheikh, Ahraz. Firm-wide stress testing and economic capital. Risk Books, 2018.

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Miranda, Lourenco. Capital planning and stress testing under CCAR. Risk Books, 2016.

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Sorge, Marco. Stress-testing financial systems: An overview of current methodologies. Bank for International Settlements, 2004.

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Basu, Ritu. Financial sector projections and stress testing in financial programming: A new framework. International Monetary Fund, European and Monetary and Financial Systems, 2006.

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Mario, Quagliariello, ed. Stress-testing the banking system: Methodologies and applications. Cambridge University Press, 2009.

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Stress Testing Financial Systems. INTERNATIONAL MONETARY FUND, 2004. http://dx.doi.org/10.5089/9781589064027.073.

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Hilbers, Paul Louis Ceriel, and Matthew T. Jones. Stress Testing Financial Systems. International Monetary Fund, 2004.

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Hilbers, Paul Louis Ceriel, and Matthew T. Jones. Stress Testing Financial Systems. International Monetary Fund, 2004.

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Hilbers, Paul Louis Ceriel, and Matthew T. Jones. Stress Testing Financial Systems. International Monetary Fund, 2004.

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Farmer, J. Doyne, Alissa M. Kleinnijenhuis, Til Schuermann, and Thom Wetzer, eds. Handbook of Financial Stress Testing. Cambridge University Press, 2022. http://dx.doi.org/10.1017/9781108903011.

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Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When financial crises hit, stress tests take center stage. Despite their centrality to public policy, the optimal design and use of stress tests remains highly contested. Written by an international team of leading thinkers from academia, the public sector, and the private sector, this handbook comprehensive
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Book chapters on the topic "Financial Stress Testing"

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Meshkova, Elena. "Banking Stress Testing." In Financial Markets Evolution. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-71337-9_23.

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Short, John Rennie. "The Financial Crisis." In Stress Testing the USA. Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137325747_5.

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Avon, Jack. "Model Stress Testing." In The Handbook of Financial Modeling. Apress, 2020. http://dx.doi.org/10.1007/978-1-4842-6540-6_13.

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Chorafas, Dimitris N. "A Structure of Analysis through Stress Testing." In Financial Cycles. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137497987_8.

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Baqer, Khaled, Danny Yuxing Huang, Damon McCoy, and Nicholas Weaver. "Stressing Out: Bitcoin “Stress Testing”." In Financial Cryptography and Data Security. Springer Berlin Heidelberg, 2016. http://dx.doi.org/10.1007/978-3-662-53357-4_1.

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Maino, Rodolfo, and Kalin Tintchev. "Stress Testing Interconnected Banking Systems." In Advances in Financial Risk Management. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137025098_7.

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Roncalli, Thierry. "Stress Testing and Scenario Analysis." In Handbook of Financial Risk Management. Chapman and Hall/CRC, 2020. http://dx.doi.org/10.1201/9781315144597-14.

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Smith, Lance. "Portfolio Simulation: Stress Testing Techniques." In Risk Management and Financial Derivatives. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14605-5_17.

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Porteous, Bruce T., and Pradip Tapadar. "Stress Testing to Measure Risk." In Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates. Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230512702_4.

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Gauer, Kolja. "Ethical Issues in Financial Stress Testing." In Palgrave Studies in Impact Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-81596-7_11.

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Conference papers on the topic "Financial Stress Testing"

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Murthy, Nori VSN. "Calculate Allowable Stress, Quit Factor of Safety." In HT 2013, edited by B. Lynn Ferguson. ASM International, 2013. https://doi.org/10.31399/asm.cp.ht2013p0029.

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Abstract This paper introduces two simplified equations, "Nori formulae," for calculating maximum allowable stress (MAS) in mechanical design engineering. These formulae eliminate the need for traditional safety margins or factors of safety along with factored values across applications ranging from safety pins to spacecraft components. The first formula determines the maximum allowable stress in tension, while the second addresses the maximum allowable stress in shear. The Nori formulae were developed by incorporating fundamental mechanical properties of steel: ultimate tensile strength, yiel
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Long, Yao. "Financial Stress Testing of Real Estate Enterprise." In 2nd International Conference on Culture, Education and Economic Development of Modern Society (ICCESE 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/iccese-18.2018.192.

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Zenchenko, S., A. Zaytsev, and Y. Radyukova. "Stress-testing of risk financial security of regional economic development." In Proceedings of the International Scientific-Practical Conference “Business Cooperation as a Resource of Sustainable Economic Development and Investment Attraction” (ISPCBC 2019). Atlantis Press, 2019. http://dx.doi.org/10.2991/ispcbc-19.2019.139.

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Zhou, Changli, Donglei Du, Zhigang Cao, Yingli Wang, and Xiaoguang Yang. "Assets overlapping networks and stress testing on stability of financial systems." In 2016 35th Chinese Control Conference (CCC). IEEE, 2016. http://dx.doi.org/10.1109/chicc.2016.7555000.

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Родина, Елена Евгеньевна, and Данил Вячеславович Матросов. "STRESS TESTING AS A TOOL FOR FINANCIAL RELIABILITY OF AN ENTERPRISE." In Science. Research. Practice (Наука. Исследования. Практика): сборник статей LXXIII International scientific conference (Санкт-Петербург, Декабрь 2023). Crossref, 2024. http://dx.doi.org/10.37539/231229.2023.82.32.003.

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Статья представляет собой всесторонний обзор стресс-тестирования как ключевого инструмента в финансовом анализе для оценки устойчивости и надежности предприятий. В ней рассматриваются теоретические основы стресс-тестирования, включая его определение, историческое развитие и основные методологии. The article provides a comprehensive overview of stress testing as a key tool in financial analysis for assessing the resilience and reliability of enterprises. It examines the theoretical foundations of stress testing, including its definition, historical development, and main methodologies.
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Finck, Steffen. "Worst case search over a set of forecasting scenarios applied to financial stress-testing." In GECCO '19: Genetic and Evolutionary Computation Conference. ACM, 2019. http://dx.doi.org/10.1145/3319619.3326835.

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Krmpot, Ksenija, and Ranko Bojanić. "INTEGRATION OF RISK ASSESSMENT INTO FINANCIAL MODELS IN ORDER TO MAKE MORE SUCCESSFUL DECISIONS." In INTERNATIONAL Conference on Business, Management, and Economics Engineering Future-BME. Faculty of Technical Sciences, Novi Sad, 2025. https://doi.org/10.24867/future-bme-2024-074.

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This paper explores the importance of integrating risk into financial models to improve the decision-making process. Through the analysis of various methods such as Monte Carlo simulations, stress testing and scenario modeling, the paper shows how the integration of risks enables more accurate forecasts and better management of uncertainties. Examples from practice, such as the experiences of global financial institutions and corporations, illustrate how by applying these techniques companies can reduce losses and optimize financial performance. The paper further analyzes the challenges and li
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Lungu, Alexandru, and Elena Petreanu. "Going concern audit: modern methods of analysis and evaluation." In International student scientific conference, ISSC 2025 "Challenges of accounting for young researchers", 9th Edition. Academy of Economic Studies, 2025. https://doi.org/10.53486/issc2025.12.

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This article explores modern methods used in assessing going concern within financial audits, highlighting the shift from traditional, indicator-based evaluations to advanced techniques powered by artificial intelligence and machine learning. Models such as neural networks, LSTM, GRU, and NLP tools enable auditors to detect financial risks early, analyze patterns in large datasets, and predict insolvency with high accuracy. Additionally, stress testing and hybrid models improve forecasting capabilities. While automation enhances audit quality, concerns remain about transparency, data bias, and
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Haldorsen, Lars M., Bård Nyhus, and Gisle Rørvik. "Hydrogen Induced Stress Cracking of Superduplex Steels: Effect of Operation Temperature." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77252.

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Duplex stainless steel has been used on subsea facilities since the mid 80-ties. The experiences with these materials have been relative good and only a few failures have been reported. However, BP and Shell experience some serious cracking of duplex steel in the mid 90-ties and in beginning of the century. The root cause of these failures was identified to be Hydrogen Induced Stress Cracking, HISC, where the hydrogen source was the cathodic protection system of the subsea facility. These and other similar failures resulted establishment of Joint Industry Projects, JIPs with financial and tech
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Horta, Nicole, Rui Dias, Paula Heliodoro, Paulo Alexandre, and Mariana Chambino. "Testing the Weak Form of Efficient Market Hypothesis in Period of the Global Pandemic of 2020 and the Russian Invasion in 2022: Empirical Evidence from XAU, XAG and XPT." In Sixth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/itema.2022.203.

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This study intends to determine if the events of 2020 and 2022 have had an impact on the efficiency of the commodities markets, in particular the spot prices of gold (XAU), silver (XAG), and platinum (XPT), between Septem­ber 18th, 2017, and September 15th, 2022. The findings of the Rankings and Sig­nals test demonstrate that, during the calm time, the gold, silver, and plati­num markets do not reject the random walk hypothesis, which means that spot prices are independent and identically distributed (i.i.d.), consequently their movements are assumed to be random. Contrarily, the random walk h
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Reports on the topic "Financial Stress Testing"

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Cabrera-Rodríguez, Wilmar Alexander, Daniela Rodríguez-Novoa, and Camilo Eduardo Sánchez-Quinto. A robust model for the term structure of interest rates: some applications in Colombia. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1255.

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This document presents a Gaussian Affine Term Structure Model (GATSM) of the zero-coupon public debt curve issued locally by the Colombian Government, adopting the methodological approach of Hamilton and Wu (2012) to solve the problems of identification and instability in the estimation of this family of models. Two empirical exercises are presented to highlight the relevance of this methodological approach. The first combines the GATSM structure with a Bayesian Averaging of Classical Estimates (BACE) approach to forecast the yield curve given a set of macroeconomic variables, thus offering a
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De Rosa, Gustavo Alberto, Søren Elbech, Ian MacDonald, and Alessandro Macri. Callable Capital of the Inter-American Development Bank: A Report based on the MDB-wide Review of Callable Capital. Inter-American Development Bank, 2024. http://dx.doi.org/10.18235/0005553.

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This report presents the Inter-American Development Banks (IDB) results of the Review of Callable Capital exercise, initiated by a group of Multilateral Development Bank (MDB) shareholders, to support efforts related to the G20 Independent Review of Multilateral Development Banks (MDB) Capital Adequacy Frameworks (“G20 CAF Report”). The report confirms that Callable Capital at IDB is legally valid and binding and could be activated by Executive Directors. Some shareholders have mechanisms in place to carry out a call on callable capital on short notice, and others have accelerated processes th
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Bonfil, David J., Daniel S. Long, and Yafit Cohen. Remote Sensing of Crop Physiological Parameters for Improved Nitrogen Management in Semi-Arid Wheat Production Systems. United States Department of Agriculture, 2008. http://dx.doi.org/10.32747/2008.7696531.bard.

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To reduce financial risk and N losses to the environment, fertilization methods are needed that improve NUE and increase the quality of wheat. In the literature, ample attention is given to grid-based and zone-based soil testing to determine the soil N available early in the growing season. Plus, information is available on in-season N topdressing applications as a means of improving GPC. However, the vast majority of research has focused on wheat that is grown under N limiting conditions in sub-humid regions and irrigated fields. Less attention has been given to wheat in dryland that is water
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Financial Infrastructure Report 2022. Banco de la República, 2023. http://dx.doi.org/10.32468/rept-sist-pag.eng.2022.

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Banco de la República's monitoring of the local financial market infrastructure is an additional contribution to the country's financial stability. One of the products of that monitoring has been the Payment Systems Report, which is now known as the Financial Infrastructure Report. The change in name, as of this edition, is intended to reflect in a broader way the issues that are addressed in the report. The 2022 edition includes several changes that are the result of a comparative study of financial infrastructure reports prepared by other central banks. These changes seek to make the report
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