The NBU Approach to Stress Testing the Ukrainian Banking System
Journal Title: Visnyk of the National Bank of Ukraine - Year 2015, Vol 0, Issue 234
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.
Authors and Affiliations
Yuliia Diuba, Hanna Murina
Keywords
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- EP ID EP426775
- DOI 10.26531/vnbu2015.234.039
- Views 123
- Downloads 0
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