Russian Federation : Technical Note on Stress Testing of the Banking Sector

Publication Date: November 29, 2011
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Summary: This technical note focuses on the stress testing exercise in 2010 for the financial sector assessment program based on the existing approaches of the Central Bank of Russia, as well as a separate bottom-up exercise. The tests covered broad ranges of risk factors. The single factor tests examined instantaneous impact of credit, concentration, market, liquidity, and interbank contagion risks. The results of the stress tests suggested that the Russian banking system is, on the whole, resilient to a variety of macroeconomic and financial shocks.
Series: Country Report No. 11/334
Subject(s): Bank supervision | Banking sector | Credit risk | Financial soundness indicators | Risk management

Publication Date: November 29, 2011
ISBN/ISSN: 9781463925901/1934-7685 Format: Paper
Stock No: 1RUSEA2011005 Pages: 44
US$18.00 (Academic Rate:
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