The NBU Approach to Stress Testing the Ukrainian Banking System
This paper gives a review of the stress testing methodology developed by the National Bank of Ukraine (NBU) in cooperation with the International Monetary Fund (IMF) for assessing the robustness of the Ukrainian banking sector, following one of the largest economic downturns in Ukrainian history. It...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
National Bank of Ukraine
2015-12-01
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| Series: | Visnyk of the National Bank of Ukraine |
| Subjects: | |
| Online Access: | https://journal.bank.gov.ua/en/article/2015/234/02 |
| _version_ | 1818971874560835584 |
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| author | Yuliia Diuba Hanna Murina |
| author_facet | Yuliia Diuba Hanna Murina |
| author_sort | Yuliia Diuba |
| collection | DOAJ |
| description | This paper gives a review of the stress testing methodology developed by the National Bank of Ukraine (NBU) in cooperation with the International Monetary Fund (IMF) for assessing the robustness of the Ukrainian banking sector, following one of the largest economic downturns in Ukrainian history. It starts with a brief summary of stress testing approaches and methods used throughout the world, their classifications, and key features. It then moves on to give an overview of the stress testing approach applied by the NBU, concluding with remarks as to the specificity of this approach and avenues for further development. |
| first_indexed | 2024-12-20T14:59:19Z |
| format | Article |
| id | doaj.art-c56435ebe0d6493c9b968c16b6bd8f63 |
| institution | Directory Open Access Journal |
| issn | 2414-987X |
| language | English |
| last_indexed | 2024-12-20T14:59:19Z |
| publishDate | 2015-12-01 |
| publisher | National Bank of Ukraine |
| record_format | Article |
| series | Visnyk of the National Bank of Ukraine |
| spelling | doaj.art-c56435ebe0d6493c9b968c16b6bd8f632022-12-21T19:36:42ZengNational Bank of UkraineVisnyk of the National Bank of Ukraine2414-987X2015-12-01234395110.26531/vnbu2015.234.039The NBU Approach to Stress Testing the Ukrainian Banking SystemYuliia Diuba0Hanna Murina1National Bank of UkraineNational Bank of UkraineThis paper gives a review of the stress testing methodology developed by the National Bank of Ukraine (NBU) in cooperation with the International Monetary Fund (IMF) for assessing the robustness of the Ukrainian banking sector, following one of the largest economic downturns in Ukrainian history. It starts with a brief summary of stress testing approaches and methods used throughout the world, their classifications, and key features. It then moves on to give an overview of the stress testing approach applied by the NBU, concluding with remarks as to the specificity of this approach and avenues for further development.https://journal.bank.gov.ua/en/article/2015/234/02credit riskbanking supervisionstress-testscapital adequacy |
| spellingShingle | Yuliia Diuba Hanna Murina The NBU Approach to Stress Testing the Ukrainian Banking System Visnyk of the National Bank of Ukraine credit risk banking supervision stress-tests capital adequacy |
| title | The NBU Approach to Stress Testing the Ukrainian Banking System |
| title_full | The NBU Approach to Stress Testing the Ukrainian Banking System |
| title_fullStr | The NBU Approach to Stress Testing the Ukrainian Banking System |
| title_full_unstemmed | The NBU Approach to Stress Testing the Ukrainian Banking System |
| title_short | The NBU Approach to Stress Testing the Ukrainian Banking System |
| title_sort | nbu approach to stress testing the ukrainian banking system |
| topic | credit risk banking supervision stress-tests capital adequacy |
| url | https://journal.bank.gov.ua/en/article/2015/234/02 |
| work_keys_str_mv | AT yuliiadiuba thenbuapproachtostresstestingtheukrainianbankingsystem AT hannamurina thenbuapproachtostresstestingtheukrainianbankingsystem AT yuliiadiuba nbuapproachtostresstestingtheukrainianbankingsystem AT hannamurina nbuapproachtostresstestingtheukrainianbankingsystem |