Stress Testing as a Tool of Bank Risk Management

Antonyuk Oksana I. ()
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Antonyuk Oksana I.: Khmelnitsky Cooperative Trade and Economic Institute

Business Inform, 2013, issue 12, 353_356

Abstract: The goal of the article is development of theoretical, methodological and practical recommendations on the use of stress testing by Ukrainian commercial banks. Stress testing is defined as a part of bank risk management on the basis of scientific studies of domestic and foreign scientists. The article marks the essence of the bank stress testing and identifies its role in the structure of banks' risk management in Ukraine. It considers goals of conducting stress testing in banking institutions. It identifies main aspects and specific features of conducting stress testing of bank risks. It characterises main advantages and shortcomings of use of stress testing in the modern bank risk management. It generalises the world and European approaches to the methods of conducting stress testing in commercial banks in comparison with the Ukrainian methodical recommendations. It shows that results of stress testing have practical value, since they help to preliminary assess influence of potentially negative events upon the state of the loan portfolio of the bank and make relevant managerial decisions.

Keywords: commercial bank; National Bank of Ukraine; stress testing; banking system of Ukraine; risk assessment; bank risk management; econometric modelling (search for similar items in EconPapers)
Date: 2013
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