Дискусионни въпроси относно стрес-тестването в съвременната банкова практика
Discussion Questions of Stress Testing in the Modern Bank Practice
Author(s): Zhelio VatevSubject(s): Economy
Published by: Стопанска академия »Д. А. Ценов«
Keywords: banks; risk management; stress testing
Summary/Abstract: The present article provides critical analysis of the existing practice for carrying out of stress-test in the banking sector in the country and abroad. It provides good grounds for accentuating on a number of unsolved or discussion issues, concerning: significance of the stress-tests; scope and periodicity of their implementation; identification of the specific risks, with potential negative effects; scenario modelling with specifying key risk parameters (factors), subject of shocking changes; performance of comparative analysis of the methods for implementing stress-tests and outlining of their advantages and disadvantages; specifics of implementation of the so-called „reverse" stress-tests, etc.
Journal: Електронно списание »Диалог«
- Issue Year: 2012
- Issue No: 03
- Page Range: 1-22
- Page Count: 22
- Language: Bulgarian