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Journal articles on the topic 'Financial Stress Testing'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

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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3

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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4

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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5

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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7

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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8

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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10

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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11

Praveen, Kumar. "Performance Testing Framework for CCAR and Regulatory Stress Testing Software: Optimizing Scalability and Resilience." European Journal of Advances in Engineering and Technology 6, no. 9 (2019): 66–76. https://doi.org/10.5281/zenodo.12817780.

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Comprehensive Capital Analysis and Review (CCAR) and regulatory stress testing have become critical components of the financial industry's risk management practices. These exercises require robust and reliable software systems capable of processing large volumes of data, performing complex calculations, and generating accurate results within strict timeframes. Ensuring the performance, scalability, and resilience of these systems is crucial to meet regulatory requirements and maintain financial stability. This paper presents a performance testing framework specifically designed for CCAR and re

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12

Bakalo, Ivan. "STRESS TESTING OF THE BANKING SYSTEM OF UKRAINE: TOOLS, SCENARIOS AND RESULTS IN WARTIME CONDITIONS." Scientific Notes of Ostroh Academy National University, "Economics" Series 1, no. 37(65) (2025): 37–42. https://doi.org/10.25264/2311-5149-2025-37(65)-37-42.

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This article explores the evolution of stress-testing practices within the Ukrainian banking system during wartime, particularly in the period from 2022 to 2024. The full-scale military invasion of Ukraine by Russia has introduced unprecedented risks that necessitate a reassessment of traditional methods for financial risk analysis and stress testing. The study highlights how the National Bank of Ukraine (NBU) has adjusted its approach to scenario modeling in response to infrastructure damage, forced migration, increased credit risk, and a greater reliance on state and international financial

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13

Markovic, Petar, and Branko Urosevic. "Market risk stress testing for internationally active financial institutions." Ekonomski anali 56, no. 188 (2011): 62–90. http://dx.doi.org/10.2298/eka1188062m.

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The paper develops a comprehensive framework for market risk stress testing in internationally active financial institutions. We begin by defining the scope and type of the stress test and explaining how to select risk factors and the stress time horizon. We then address challenges related to data gathering, followed by in-depth discussion of techniques for developing realistic shock scenarios. Next the process of shock application to a particular portfolio is described, followed by determination of portfolio profit and loss. We conclude by briefly discussing the issue of assigning probability

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14

International Monetary Fund. "Portugal: Financial Sector Assessment Program - Technical Note: Stress Testing." IMF Staff Country Reports 07, no. 34 (2007): 1. http://dx.doi.org/10.5089/9781451832266.002.

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15

International Monetary Fund. "Canada: Financial Sector Assessment Program-Stress Testing-Technical Note." IMF Staff Country Reports 14, no. 69 (2014): 01. http://dx.doi.org/10.5089/9781475523096.002.

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International Monetary Fund. "Sweden: Financial Sector Assessment Program-Technical Note-Stress Testing." IMF Staff Country Reports 17, no. 309 (2017): 1. http://dx.doi.org/10.5089/9781484322475.002.

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17

International Monetary Fund. "Denmark: Financial Sector Assessment Program - Technical Note: Stress Testing." IMF Staff Country Reports 07, no. 125 (2007): 1. http://dx.doi.org/10.5089/9781451811223.002.

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18

Koliesnichenko, Anastasiia S., and Ivan Yu Lytvynov. "Formation of Methodological Support for Stress Testing the Financial Stability of a Commercial Bank." Business Inform 3, no. 566 (2025): 269–76. https://doi.org/10.32983/2222-4459-2025-3-269-276.

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The article is devoted to the problem of ensuring the financial stability of commercial banks as a key factor in the stability of the banking system and the economy as a whole. In this context, it is substantiated that in conditions of growing uncertainty and risks associated with global economic crises, stress testing becomes an important tool for assessing the ability of banks to withstand adverse conditions. An analysis of key aspects of methodological support for stress testing was carried out, including the development of scenarios, assessment of the impact of stress scenarios on the bank

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19

Karminsky, A. M., and E. V. Seryakova. "Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments." MGIMO Review of International Relations, no. 4(43) (August 28, 2015): 53–63. http://dx.doi.org/10.24833/2071-8160-2015-4-43-53-63.

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Amid instability of financial markets and macroeconomic situation the necessity of improving bank risk-management instrument arises. New economic reality defines the need for searching for more advanced approaches of estimating banks vulnerability to exceptional, but plausible events. Stress-testing belongs to such instruments. The paper reviews and compares the models of market risk stress-testing of the portfolio of different financial instruments. These days the topic of the paper is highly acute due to the fact that now stress-testing is becoming an integral part of anticrisis risk-managem

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20

Sobolieva-Tereshchenko, Olena, and Yuliya Zhukova. "Stress testing the banking systems: Approach of Ukraine." Journal of Eastern European and Central Asian Research (JEECAR) 7, no. 2 (2020): 205–18. http://dx.doi.org/10.15549/jeecar.v7i2.358.

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Scientific-methodical approaches to stress testing Ukrainian banking system in the context of the banks groups: state-owned, owned by Russia, foreign, private Ukrainian are analyzed in this study. It identifies an influence of the different groups in regulate the level of financial stability of the banking system. Highest level of financial stability of Ukrainian banking system was found to be connected with activity foreign banks from Eastern Europe and Central Asia exclaims banks owned by Russia and Ukraine. The proposed study, by using NBU stress testing scenario and by impacting of t

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21

International Monetary Fund. "South Africa: Financial Sector Assessment Program-Stress Testing the Financial System-Technical Note." IMF Staff Country Reports 15, no. 54 (2015): 1. http://dx.doi.org/10.5089/9781498367608.002.

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22

Rogge, Ebbe. "Climate Change Stress Testing for the Banking System." European Company and Financial Law Review 20, no. 4 (2023): 717–44. http://dx.doi.org/10.1515/ecfr-2023-0026.

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717It is apparent that climate change is creating financial risks. These risks are of such a nature that they can be regarded as systemic: they are exogenous shocks which may simultaneously cause or contribute to the failure of multiple significant financial institutions. As a result, regulatory tools available to monitor and manage systemic risk have recently been deployed in the context of climate change risks. Such tools include stress testing and scenario analysis. This article examines international initiatives, such as those of the Network for Greening the Financial System, as well as sp

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23

Bidzhoyan, Davit S. "Stress Testing as a Banking Risk Assessment Tool: A Review of International Practice, Methods and Methodology." Economics of Contemporary Russia, no. 4 (December 31, 2020): 99–117. http://dx.doi.org/10.33293/1609-1442-2020-4(91)-99-117.

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Stress testing is a broad research area, at the interference of many disciplines (finance, banking, econometrics, macroeconomics, microeconomics, mathematical analysis etc.), and is of interest to both theoretical scientists and practitioners. The usefulness of this approach became evident after the financial crisis of 2007–2009, which prompted many researchers to develop and constantly improve stress-testing methodologies, using which it is possible to accurately forecast the behavior of banks and the financial sector in crisis periods. It allows banks to assess the scale of losses and timely

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24

Khiaonarong, Tanai, Kasperi Korpinen, and Emran Islam. "Using Simulations for Cyber Stress Testing Exercises." IMF Working Papers 2025, no. 085 (2025): 1. https://doi.org/10.5089/9798229008952.001.

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We demonstrate how computer-based simulations could support cyber stress testing exercises through a three-step framework. First, cyber-attack scenarios are designed to target the systemic nodes of a payment network at different times, disrupting a major bank, critical service provider, large-value payment system, and a foreign exchange settlement system. Second, the stress resulting from the scenarios is simulated using transaction-level data, and its impact is measured through a range of risk metrics. And third, cyber preparedness is discussed to identify effective practices that could stren

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25

Suchkova, Ekaterina, and Kseniya Masterovenko. "Methodology and Practical Implementation of Macroprudential Stress Testing of the Banking System." Moscow University Economics Bulletin 2017, no. 1 (2017): 123–46. http://dx.doi.org/10.38050/01300105201717.

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The article reviews the methodological basis of macroprudential stress-testing used as a quantitative tool to analyze and forecast financial stability. This tool has been actively used by regulators world wide especially after the 2007-2008 global financial crisis. We analyze the experience of macroprudential stress-testing of the US and EU banking sector with a particular focus on the Bank of Russia methodology. Using general scientific methods of analysis and synthesis of literature, the authors examine various aspects of macroprudential stress-testing. The result of this work is a review of

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26

Шаповалова, С. С. "Analysis of the evolution of stress testing for financial institutions." Modern Economy Success, no. 3 (March 27, 2024): 103–8. http://dx.doi.org/10.58224/2500-3747-2024-3-103-108.

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целью исследования является анализ эволюции стресс-тестирования, проводимого для проверки устойчивости отдельного банка или всего банковского сектора к неблагоприятным непредвиденным событиям. Методы: в качестве методов в представленном исследовании используются разнообразные источники информации, а также анализ полученных сведений. Результаты (Findings): тесты на платежеспособность помогают оценить планирование капитала и достаточность капитала банков, тем самым снижая вероятность банкротства и краха финансовых институтов. Кроме того, они помогают оценить способность банка сбалансировать прит

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27

International Monetary Fund. "United States: Financial Sector Assessment Program-Stress Testing-Technical Notes." IMF Staff Country Reports 15, no. 173 (2015): 1. http://dx.doi.org/10.5089/9781513591506.002.

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28

International Monetary Fund. "Russian Federation: Financial Sector Assessment Program: Technical Note-Stress Testing." IMF Staff Country Reports 16, no. 306 (2016): 1. http://dx.doi.org/10.5089/9781475538441.002.

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29

Lucchetta, Marcella, and Gianni De Nicoló. "Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing." IMF Working Papers 12, no. 58 (2012): 1. http://dx.doi.org/10.5089/9781463937768.001.

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30

Chattha, Jamshaid Anwar. "Significance and Key Challenges in Conducting Stress Testing for Islamic Commercial Banks." Global Review of Islamic Economics and Business 1, no. 2 (2015): 085. http://dx.doi.org/10.14421/grieb.2013.012-01.

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With the current cross-border growth in Islamic finance, Islamic commercial banks (ICBs) are looking forward to being perceived as an industry in the process of becoming mature. This would require the establishment of some basic infrastructure, including sophisticated risk management tools that enhance the soundness and resilience of the ICBS. This paper focuses on the latter that is the role and significance of stress testing as a risk management tool. The stress testing has become part of the regulatory and supervisory authorities within the financial stability analysis. The global financial

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31

Fardila, Fitrotul, and Muhammad Rudi Nugroho. "Macroeconomic Strest Testing terhadap Risiko Kegagalan Perbankan di Indonesia." Journal of Business and Political Economy : Biannual Review of The Indonesian Economy 2, no. 1 (2020): 75–97. http://dx.doi.org/10.46851/30.

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The economic crisis that hit Indonesia in 1998 had a negative impact on the stability of the Indonesian economy, including the banking sector. The banking sector as the coffers that drain funds to all sectors of the economy cost the restructuring is not small. The stress test is a method used to measure the stability of the financial system through the calculation of credit risk. In addition, stress tests can provide information about the nature of the financial system in crisis conditions and assist policymakers in calculating the level of financial system vulnerabilities. So that if the vuln

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32

Desyatnichenko, D. Yu, O. V. Ryabov, and O. Yu Desyatnichenko. "Effective Practices of Macroprudential Stress Testing as a Tool of Increasing the Stability of Russian Financial System in the Context of Macroeconomic Shocks." Administrative Consulting, no. 12 (January 11, 2022): 95–110. http://dx.doi.org/10.22394/1726-1139-2021-12-95-110.

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The article examines the evolution of the prudential approach to banking regulation, examines the practical contribution of the Basel Committee on Banking Supervision to the development and implementation of internationally unified practices and procedures for stress testing and supervision. The authors share the point of view that the existing methods and practices of stress testing still need improvements and methodological improvements, since they regularly allow the practical implementation of adverse scenarios leading to financial shocks and global crises. As a significant disadvantage of

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33

Desyatnichenko, Dmitry Yu., Oleg V. Ryabov, and Olesya Yu. Desyatnichenko. "Effective Practices of Macroprudential Stress Testing as a Tool of Increasing the Stability of Russian Financial System in the Context of Macroeconomic Shocks." Administrative consulting, no. 12 (156) (June 7, 2021): 95–110. https://doi.org/10.22394/1726-1139-2021-12-95-110.

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The article examines the evolution of the prudential approach to banking regulation, examines the practical contribution of the Basel Committee on Banking Supervision to the development and implementation of internationally unified practices and procedures for stress testing and supervision. The authors share the point of view that the existing methods and practices of stress testing still need improvements and methodological improvements, since they regularly allow the practical implementation of adverse scenarios leading to financial shocks and global crises. As a significant disadvantage of

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34

Kamati, Reinhold, Anna William, Gerson Kadhikwa, and Postrik Mushendami. "Macro-Stress Testing NPLs in the Banking Sector in Namibia." Empirical Economic Review 5, no. 2 (2022): 44–64. http://dx.doi.org/10.29145/eer.52.03.

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This paper examined the impact of macroeconomic variables, namely real GDP growth, house price growth and changes in the repo rate on the non-performing loan (NPL) ratio in Namibia using data from 2004Q1 to 2020Q1. The study used a vector auto-regressive (VAR) model and impulse response analysis to estimate the impact of changes in macroeconomic conditions on NPLs, and further conducted stress testings on NPL ratio over 4 - 6 quarter horizons. Empirical evidence from this study shows that macroeconomic variables such as real GDP growth rate, the house price growth rate and the repo rate have a

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35

Oyindamola Omolara Ogunruku. "Artificial Intelligence for stress testing and risk assessment in financial institutions." World Journal of Advanced Research and Reviews 26, no. 3 (2025): 2509–18. https://doi.org/10.30574/wjarr.2025.26.3.2437.

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Banks and financial institutions are using Artificial Intelligence to change how they handle stress testing and risk assessment. This review looks at current AI applications in financial risk management and examines how well these technologies work compared to traditional methods. Traditional financial stress testing faces challenges with nonlinear dependencies and emerging risks, while deep learning techniques can enhance predictive accuracy and robustness. The study covers regulatory requirements under frameworks like Basel III, implementation challenges, and performance measures that instit

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36

Praveen, Kumar. "Cross-Platform Integration Testing: Challenges and Solutions for Messaging and SFTP Systems." European Journal of Advances in Engineering and Technology 6, no. 3 (2019): 103–10. https://doi.org/10.5281/zenodo.12817792.

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Comprehensive Capital Analysis and Review (CCAR) and regulatory stress testing have become critical components of the financial industry's risk management practices. These exercises require robust and reliable software systems capable of processing large volumes of data, performing complex calculations, and generating accurate results within strict timeframes. Ensuring the performance, scalability, and resilience of these systems is crucial to meet regulatory requirements and maintain financial stability. This paper presents a performance testing framework specifically designed for CCAR and re

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37

M. Karminsky, Alexander, and Oleg S. Kozlov. "Stress Testing of Retail and Corporate Segments of Russian Credit Market." International Journal of Management Science and Business Administration 1, no. 10 (2015): 7–19. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.110.1001.

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The objective of the paper is to investigate and compare risk patterns in retail and corporate segments and assess the potential impact of macroeconomic shocks on loan quality. Banks’ monthly financial statements data for the period 2004 – 2012 are used. Firstly, we develop an indicator to measure institution’s credit risk that reflects variance and average value of NPL corrected for loan loss reserves. It is used to compare the risk-return patterns of largest state-owned banks, and under our framework we identify how the strategies of various banks differ in retail and corporate loans, identi

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38

International Monetary Fund. "Republic of Korea: Financial Sector Assessment Program-Stress Testing And Financial Stability Analysis-Technical Note." IMF Staff Country Reports 15, no. 6 (2015): 1. http://dx.doi.org/10.5089/9781484367810.002.

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Karki, Dipendra, and Pranaya Rajbhandari. "CAMELS Analysis and Market Stress Testing of Top Nepalese Banks." Journal of Development and Administrative Studies 28, no. 1-2 (2020): 9–18. http://dx.doi.org/10.3126/jodas.v28i1-2.64377.

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This study presents a comprehensive study of the financial stability and resilience of commercial banks in Nepal using the CAMELS approach and market stress testing. The study analyzes the performance of sample banks and examines the relationship between CAMELS variables and bank performance. The results highlight five key factors influencing bank performance in Nepal: capital adequacy (CA), asset quality (AQ), management quality (MQ), liquidity (LQ), and sensitivity to market risks (SQ). These factors have a direct influence on performance i.e. earnings per share (EPS) of the banks. Multiple

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International Monetary Fund. "Montenegro: Financial Sector Assessment Program-Banking Sector Stress Testing-Technical Note." IMF Staff Country Reports 16, no. 198 (2016): 1. http://dx.doi.org/10.5089/9781498325509.002.

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Jobst, Andreas A., Li Lian Ong, and Christian Schmieder. "Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems." IMF Working Papers 17, no. 102 (2017): 1. http://dx.doi.org/10.5089/9781475597240.001.

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Hilbers, Paul Louis Ceriel, Matthew T. Jones, and Graham L. Slack. "Stress Testing Financial Systems: What to Do When the Governor Calls." IMF Working Papers 04, no. 127 (2004): 1. http://dx.doi.org/10.5089/9781451855012.001.

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International Monetary Fund. "Switzerland: Financial Sector Assessment Program - Technical Note: Insurance Sector Stress Testing." IMF Staff Country Reports 07, no. 201 (2007): 1. http://dx.doi.org/10.5089/9781451807363.002.

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Haslam, Colin. "International Financial Reporting Standards (IFRS): Stress Testing in Financialized Reporting Entities." Accounting, Economics, and Law: A Convivium 7, no. 2 (2017): 105–8. http://dx.doi.org/10.1515/ael-2017-0016.

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Abstract These remarks deal with financialisation of accounting. Financialisation is a process by which windfall capital market gains are crystallised from future earnings over and above those available from current earnings and profit. Accounting numbers reported by business firms are increasingly including the product of windfall gains from capital markets into those accounting numbers. Thus a significant disturbance in market valuations embedded in firm’s assets and earnings could have a significant and material impact upon firm-level financial stability.

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45

Gammoudi, Imed, Mohamed El Ghourabi, and Ben Mbarek Hassene. "Financial stress testing of Tunisian banking sector in worst case scenarios." International Journal of Entrepreneurship and Small Business 39, no. 1/2 (2020): 222. http://dx.doi.org/10.1504/ijesb.2020.10025913.

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Hassene, Ben Mbarek, Imed Gammoudi, and Mohamed El Ghourabi. "Financial stress testing of Tunisian banking sector in worst case scenarios." International Journal of Entrepreneurship and Small Business 39, no. 1/2 (2020): 222. http://dx.doi.org/10.1504/ijesb.2020.104236.

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47

Acharya, Viral V., Richard Berner, Robert Engle, et al. "Climate Stress Testing." Annual Review of Financial Economics 15, no. 1 (2023). http://dx.doi.org/10.1146/annurev-financial-110921-101555.

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We explore the design of climate stress tests to assess and manage macroprudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to ( a) consider many transition risks as dynamic policy choices, ( b) better understand and incorporate feedback loops between climate change and the economy, and ( c) further explore compound risk scenarios in which climate risks co-occur with other risks. We discuss how the process of mapping climate stress scenarios into financial firm outcomes can incorporate exis

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48

Farmer, J. Doyne, Alissa M. Kleinnijenhuis, and Thom Wetzer. "Stress Testing the Financial Macrocosm." SSRN Electronic Journal, 2021. http://dx.doi.org/10.2139/ssrn.3913749.

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49

Oura, Hiroko, and Liliana Schumacher. "Macrofinancial stress testing: Incorporating systemic risk perspectives into a stress testing framework." Journal of Risk Management in Financial Institutions, December 1, 2013. http://dx.doi.org/10.69554/ggxv9675.

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Since the global financial crisis, stress testing has received renewed attention. On one hand, pre-crisis stress tests yielded largely benign results, which called into question the effectiveness of stress testing for detecting financial system-wide risks, namely systemic risks. On the other hand, stress testing now has enhanced roles for crisis management and financial sector oversight. In order to better shoulder these new roles, the stress testing framework should be improved, incorporating systemic risk perspectives. This article proposes best practice principles for such a framework, buil

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50

Pritsker, Matt G. "Enhanced Stress Testing and Financial Stability." SSRN Electronic Journal, 2012. http://dx.doi.org/10.2139/ssrn.2082994.

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