Riksbank study explores new stress test models for banks

Photo by David Lundberg
Riksbank: considering new approaches to stress testing

Sveriges Riksbank and the Swedish regulatory authority, Finansinspektionen, are considering fresh approaches to stress testing the banking system. A new proposal prioritises evaluating multiple scenarios to avoid missing dangerous but plausible developments.

Martin Summer, from the National Bank of Austria, and Thomas Breuer, professor at the University of Applied Sciences Vorarlberg, argue most stress test models that are used in practice allow for too few challenges and solutions.


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