Bank stress tests: tools for prudential analysis – Episode 1

Stress-tests bancaires: des outils d’analyse prudentielle – Épisode 1

Valère Fourel, Julien Idiere, Valerio Scalone and Aurore Schilte

Eco Notepad (in progress) from Banque de France

Abstract: In order to protect banks from macroeconomic and financial shocks, prudential authorities use a range of risk analysis tools, among them stress tests. What are they? What purpose do they serve? This blog post answers these questions and is accompanied by a second post on the “real-life” stress placed on banks by the Covid-19 crisis.

Afin de protéger les banques des chocs macroéconomiques et financiers, les autorités prudentielles mobilisent de nombreux outils d’analyse du risque, dont les tests de résistance ou stress-tests. Que sont-ils ? À quoi servent-ils ? Ce billet l’explique et va de pair avec un second billet sur le stress « grandeur nature » de la crise de la Covid sur les banques.

Date: 2020-12-22
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https://www.banque-france.fr/fr/publications-et-st ... udentielle-episode-1

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Persistent link: https://EconPapers.repec.org/RePEc:bfr:econot:195

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