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Improvement of the approaches to the stress-testing in the russian bank sector

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PDF: Author(s): Travkina E. V.,
Number of journal: 3(20) Date: August 2012
Annotation:

The article has examined the issues of searching for the new approaches to the stress-testing in the Russian bank sector. Achieving the stable development of the bank sector requires introduction of effective and modern evaluation of the commercial banks activity. One of such tools of evaluation is the stresstesting, which methods, peculiarities, weaknesses and possi- bilities of use have been investigated in the present article. The complex evaluation of the measures taken by the Bank of Russia in 2010 for improvement of the existing system of stress-testing has been provided in the conclusion, as well as the further ways for increasing the effectiveness of the system operation have been proposed.

Keywords:

global financial crisis, financial institutions, stress-testing, risk management, Bank of Russia, credit risk, market risk, liquidity risk, bank sector, strategic planning

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