Systemowe testy skrajnych warunków jako narzędzie analizy makroostrożnościowej
Systemic stress test as a tool of macroprudential analysis

Summary/Abstract: One of the major areas of central banks’ interest is concern for financial stability. As a part of doing this, macroprudential analysis is conducted. The aim of this dissertation is to present one of the tools of this kind of analysis. On account of this, first basic definitions, from the area of macroprudential policy and analysis were presented. Then the basic theoretical concepts concerning macroprudential stress test were described. In addition to this, the systemic stress tests conducted and published by the National Bank of Poland were characterized.

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