Стрес тестовете като интегрален подход за комплексна оценка на управлението на риска, качеството на активите и устойчивостта на банките
Stress Tests As An Integral Approach For Complex Assessment Of Risk Management, Asset Quality And Sustainability Of Banks

Summary/Abstract: Banks have a very important role in the economy and the development of the economic system depends to a large extent on their stability. The reliability of the banking system and the trust in it are the responsibility of each individual banking institution, central banks, in particular, as regulatory and supervisory authorities. The indicators for the general capital adequacy, for the adequacy of Common Equity Tier 1 (CET 1) and for the liquidity, underlie the financial stability and solvency of the banks, which is why they are covered by a strict regulatory framework, in which reporting, monitoring and control carried out by supervisory authorities are clearly regulated. The purpose of the study is to present the need for stress tests of banks and empirically prove their universality as a method for integral assessment of risk management, asset quality and sustainability of banks based on a conceptual model according to the requirements of Basel III and testing it through multiple regression model examining the relationship between the Common Equity Tier 1 (CET 1) and the combination of independent (factor) variables.

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