Testy warunków skrajnych jako element oceny bezpieczeństwa sektora bankowego
Stress-Tests as an Element of Banking Sector's Security Assessment

Summary/Abstract: The article presents the latest approach to stress tests applied by the European Banking Authority and national supervisory authorities, including methodology, scenarios, key assumptions and results of a study. The results of stress tests indicate that the banking sector in Poland is in good condition as banks showed higher level of capital adequacy than most of the banks from the European Union, reflecting the stability of the banking sector. Stress test methodology used by the European Central Bank is also contained in the paper. The role of stress tests as an instrument for enhancing the stability of financial institutions and the need for further work on stress testing are also discussed.

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