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.

Therefore

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: