The NBU Approach to Stress Testing the Ukrainian Banking System

Yuliia Diuba and Hanna Murina ()
Additional contact information
Yuliia Diuba: National Bank of Ukraine
Hanna Murina: National Bank of Ukraine

Visnyk of the National Bank of Ukraine, 2015, issue 234, 39-51

Abstract: This paper gives a review of the stress testing methodology developed by the National Bank of Ukraine (NBU) in cooperation with the International Monetary Fund (IMF) for assessing the robustness of the Ukrainian banking sector, following one of the largest economic downturns in Ukrainian history. It starts with a brief summary of stress testing approaches and methods used throughout the world, their classifications, and key features. It then moves on to give an overview of the stress testing approach applied by the NBU, concluding with remarks as to the specificity of this approach and avenues for further development.

Keywords: banking supervision; stress-tests; capital adequacy; credit risk (search for similar items in EconPapers)
JEL-codes: G28 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://journal.bank.gov.ua/en/article/2015/234/02 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ukb:journl:y:2015:i:234:p:39-51

DOI: 10.26531/vnbu2015.234.039

Access Statistics for this article

More articles in Visnyk of the National Bank of Ukraine from National Bank of Ukraine Contact information at EDIRC.
Bibliographic data for series maintained by Research Unit ().