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Stress Testing Interconnected Banking Systems

In: Advances in Financial Risk Management

Author

Listed:
  • Rodolfo Maino
  • Kalin Tintchev

Abstract

The recent financial crisis turned the spotlight on the issue of stress testing financial institutions. Until the crisis, risk monitoring and stress testing were built around the safety and soundness of individual institutions. In the aftermath of the crisis, stress tests adopted a new role by incorporating elements of the increased interconnectedness among banks, brokers, insurance companies, and hedge funds. Indeed, for many years after the crisis, stress test models failed to incorporate this interconnectedness and the amplification of distress triggered by financial sector institutions.

Suggested Citation

  • Rodolfo Maino & Kalin Tintchev, 2013. "Stress Testing Interconnected Banking Systems," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 7, pages 148-180, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-02509-8_7
    DOI: 10.1057/9781137025098_7
    as

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