Hungary central bank sets out stress test methodology

Danube in Hungary

A working paper published last week by the National Bank of Hungary (NBH) offers a snapshot of the methodology of the top-down stress testing framework currently used by the NBH.

In the paper: Stress testing at the Magyar Nemzeti Bank, authors Ádám Banai, Zsuzsanna Hosszú, Gyöngyi Körmendi, Sándor Sóvágó and Róbert Szegedi run separate solvency and liquidity stress tests to analyse the ability of the banking system to absorb shocks.

The study explains in detail "the method we apply to quantify

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