Bank Stress Testing

From Open Risk Manual
Revision as of 11:18, 17 July 2020 by Wiki admin (talk | contribs)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Definition

Bank Stress Testing denotes Stress Testing activities performed internally by financial institutions and/or in coordination and as mandated by Financial Regulators


Types of Stress Tests

  • Solvency Stress Test, focusing on assessing the solvency of a firm (its ability to continue operations as a Going Concern)
  • Liquidity Stress Test, focusing on the liquidity of a firm (its ability to meet cash payments without disruption)


See Also

Retrieved from "https://www.openriskmanual.org/wiki/index.php?title=Bank_Stress_Testing&oldid=15208"
Creative Commons Attribution-NonCommercial-ShareAlike
Powered by MediaWiki