List of publications on a keyword: «stress testing»

Банковское дело

Publication date: 01.03.2016
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Krasheninnikov Nikolai Valerevich , аспирант
FSFEI of HE "Financial University under the Government of the Russian Federation" , Москва г

«Issledovanie praktiki i analiz problem adaptatsii stress-testirovaniia rossiiskimi bankami»

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The article analyze the experience of the largest Russian banks in terms of the "stress-testing" business process organization in the risk-management system. The research highlighted a number of specific issues related to the active adaptation of this tool in the system of bank risk management. The article concluded that the problem of multi-directional objectives pursued by the regulator and the banking business is not solved.