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The NBU Approach to Stress Testing the Ukrainian Banking System

Author

Listed:
  • Yuliia Diuba

    (National Bank of Ukraine)

  • Hanna Murina

    (National Bank of Ukraine)

Abstract

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.

Suggested Citation

  • Yuliia Diuba & Hanna Murina, 2015. "The NBU Approach to Stress Testing the Ukrainian Banking System," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 39-51.
    • Handle: RePEc:ukb:journl:y:2015:i:234:p:39-51
    DOI: 10.26531/vnbu2015.234.039
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    File URL: https://journal.bank.gov.ua/en/article/2015/234/02
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    References listed on IDEAS

    as
    1. Mr. Maria Soledad Martinez Peria & Mr. Giovanni Majnoni & Mr. Matthew T Jones & Mr. Winfrid Blaschke, 2001. "Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences," IMF Working Papers 2001/088, International Monetary Fund.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    banking supervision; stress-tests; capital adequacy; credit risk;
    All these keywords.

    JEL classification:

    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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