标题:Ban king system resistance to unfavourable
developments
期刊名称:Financial Stability Review / Lietuvos Bankas
印刷版ISSN:1822-5063
电子版ISSN:1822-5071
出版年度:2006
卷号:1
页码:50-50
出版社:Lietuvos Bankas
摘要:Banking system resistance in respect of
macroeconomic shocks or shocks in financial
markets can be evaluated by stress testing.
This allows estimation of changes in
balance sheets (assets and liabilities) of the
banking system or individual banks in case
of unfavourable events in macroeconomic
environment. Although there is no unified
methodology for such testing, stress testing
is broadly applied by central banks and supervisory
authorities as a means enabling
early identification of major possible threats
for banking systems and estimation of their
effects.