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- Stress_test_(financial) abstract "A stress test, in financial terminology, is an analysis or simulation designed to determine the ability of a given financial instrument or financial institution to deal with an economic crisis. Instead of doing financial projection on a "best estimate" basis, a company or its regulators may do stress testing where they look at how robust a financial instrument is in certain crashes, a form of scenario analysis. They may test the instrument under, for example, the following stresses: What happens if unemployment rate rises to xx% in a specific year? What happens if equity markets crash by more than x% this year? What happens if GDP falls by z% in a given year? What happens if interest rates go up by at least y%? What if half the instruments in the portfolio terminate their contracts in the fifth year? What happens if oil prices rise by 200%?This type of analysis has become increasingly widespread, and has been taken up by various governmental bodies (such as the PRA in the UK or inter-governmental bodies such as the European Banking Authority (EBA) and the International Monetary Fund) as a regulatory requirement on certain financial institutions to ensure adequate capital allocation levels to cover potential losses incurred during extreme, but plausible, events. The EBA's regulatory stress tests have been referred to as "a walk in the park" by Saxo Bank's Chief Economist.This emphasis on adequate, risk adjusted determination of capital has been further enhanced by modifications to banking regulations such as Basel II. Stress testing models typically allow not only the testing of individual stressors, but also combinations of different events. There is also usually the ability to test the current exposure to a known historical scenario (such as the Russian debt default in 1998 or 9/11 attacks) to ensure the liquidity of the institution. In 2014, 25 banks failed in stress test conducted by EBA.".
- Stress_test_(financial) wikiPageExternalLink bof-pss.
- Stress_test_(financial) wikiPageID "22447292".
- Stress_test_(financial) wikiPageLength "11957".
- Stress_test_(financial) wikiPageOutDegree "26".
- Stress_test_(financial) wikiPageRevisionID "655915388".
- Stress_test_(financial) wikiPageWikiLink 1998_Russian_financial_crisis.
- Stress_test_(financial) wikiPageWikiLink Balance_sheet.
- Stress_test_(financial) wikiPageWikiLink Basel_Accords.
- Stress_test_(financial) wikiPageWikiLink Basel_Capital_Accord.
- Stress_test_(financial) wikiPageWikiLink Basel_II.
- Stress_test_(financial) wikiPageWikiLink CAMELS_rating_system.
- Stress_test_(financial) wikiPageWikiLink Category:Bank_regulation.
- Stress_test_(financial) wikiPageWikiLink Category:Risk_analysis.
- Stress_test_(financial) wikiPageWikiLink Category:Systemic_risk.
- Stress_test_(financial) wikiPageWikiLink Dodd–Frank_Wall_Street_Reform_and_Consumer_Protection_Act.
- Stress_test_(financial) wikiPageWikiLink Economic_crisis.
- Stress_test_(financial) wikiPageWikiLink European_Banking_Authority.
- Stress_test_(financial) wikiPageWikiLink Finance.
- Stress_test_(financial) wikiPageWikiLink Financial.
- Stress_test_(financial) wikiPageWikiLink Financial_crisis.
- Stress_test_(financial) wikiPageWikiLink Financial_institution.
- Stress_test_(financial) wikiPageWikiLink Financial_instrument.
- Stress_test_(financial) wikiPageWikiLink India.
- Stress_test_(financial) wikiPageWikiLink International_Monetary_Fund.
- Stress_test_(financial) wikiPageWikiLink List_of_bank_stress_tests.
- Stress_test_(financial) wikiPageWikiLink List_of_systemically_important_banks.
- Stress_test_(financial) wikiPageWikiLink Office_of_the_Comptroller_of_the_Currency.
- Stress_test_(financial) wikiPageWikiLink Prudential_Regulation_Authority_(United_Kingdom).
- Stress_test_(financial) wikiPageWikiLink Saxo_Bank.
- Stress_test_(financial) wikiPageWikiLink Scenario_analysis.
- Stress_test_(financial) wikiPageWikiLink September_11_attacks.
- Stress_test_(financial) wikiPageWikiLink Simulation.
- Stress_test_(financial) wikiPageWikiLink Unemployment.
- Stress_test_(financial) wikiPageWikiLink Unemployment_rate.
- Stress_test_(financial) wikiPageWikiLinkText "Stress test (financial)".
- Stress_test_(financial) wikiPageWikiLinkText "bank stress tests".
- Stress_test_(financial) wikiPageWikiLinkText "stress test (financial)".
- Stress_test_(financial) wikiPageWikiLinkText "stress test".
- Stress_test_(financial) wikiPageWikiLinkText "stress testing".
- Stress_test_(financial) wikiPageWikiLinkText "stress tests".
- Stress_test_(financial) hasPhotoCollection Stress_test_(financial).
- Stress_test_(financial) wikiPageUsesTemplate Template:About.
- Stress_test_(financial) wikiPageUsesTemplate Template:Cite_web.
- Stress_test_(financial) wikiPageUsesTemplate Template:Reflist.
- Stress_test_(financial) wikiPageUsesTemplate Template:Rp.
- Stress_test_(financial) subject Category:Bank_regulation.
- Stress_test_(financial) subject Category:Risk_analysis.
- Stress_test_(financial) subject Category:Systemic_risk.
- Stress_test_(financial) hypernym Analysis.
- Stress_test_(financial) type Work.
- Stress_test_(financial) comment "A stress test, in financial terminology, is an analysis or simulation designed to determine the ability of a given financial instrument or financial institution to deal with an economic crisis. Instead of doing financial projection on a "best estimate" basis, a company or its regulators may do stress testing where they look at how robust a financial instrument is in certain crashes, a form of scenario analysis.".
- Stress_test_(financial) label "Stress test (financial)".
- Stress_test_(financial) sameAs Stresstest_(Finanzwirtschaft).
- Stress_test_(financial) sameAs Prueba_de_resistencia_bancaria.
- Stress_test_(financial) sameAs m.0r4r7g8.
- Stress_test_(financial) sameAs Q1308919.
- Stress_test_(financial) sameAs Q1308919.
- Stress_test_(financial) wasDerivedFrom Stress_test_(financial)?oldid=655915388.
- Stress_test_(financial) homepage dfast-stress-testing-federal-reserve.jhtml.
- Stress_test_(financial) isPrimaryTopicOf Stress_test_(financial).