InSTA – integrated stress-testing approach at NBP. The past, present and future perspectives

Marcin Borsuk () and Oskar Krzesicki
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Marcin Borsuk: Narodowy Bank Polski
Oskar Krzesicki: Narodowy Bank Polski

No 325, NBP Working Papers from Narodowy Bank Polski

Abstract: Stress testing is one of the fastest growing fields in the prudential world. It has recently gained importance as a tool for both microprudential and macroprudential purposes. In recent years Narodowy Bank Polski (NBP) has been developing an integrated stress-testing approach (InSTA), which captures the various sources of risk to solvency and liquidity as well as spillover effects that banks operating in Poland may face. The aim of this article it to present and discuss NBP’s approach to conducting macro stress tests. We also point out the main areas where further analytical work should be focused on.

Keywords: stress-tests; financial stability; systemic risk; macroprudential policy (search for similar items in EconPapers)
JEL-codes: E44 E47 E58 G21 (search for similar items in EconPapers)
Pages: 57
Date: 2020
New Economics Papers: this item is included in nep-ban, nep-cba and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:nbp:nbpmis:325

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