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Stress Test

Author

Listed:
  • O. Solntsev
  • A. Pestova
  • M. Mamonov

Abstract

The article analyzes factors affecting growth of the share of nonperforming loans in the loan portfolios of Russian banks. Using the results of stress tests of Russian banks, the authors assess their potential capital needs in 2010 and estimate the share of government assistance in capital injections. The authors also define the scale of vulnerable bank groups in the Russian banking sector.

Suggested Citation

  • O. Solntsev & A. Pestova & M. Mamonov, 2010. "Stress Test," Problems of Economic Transition, Taylor & Francis Journals, vol. 53(8), pages 68-94.
  • Handle: RePEc:mes:prectr:v:53:y:2010:i:8:p:68-94
    DOI: 10.2753/PET1061-1991530806
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    File URL: http://hdl.handle.net/10.2753/PET1061-1991530806
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    Cited by:

    1. repec:nea:journl:y:2017i:33:p:44-74 is not listed on IDEAS
    2. Mamonov, Mikhail & Vernikov, Andrei, 2015. "Bank ownership and cost efficiency in Russia, revisited," BOFIT Discussion Papers 22/2015, Bank of Finland, Institute for Economies in Transition.
    3. Alexander M. Karminsky & Oleg S. Kozlov, 2015. "Stress Testing of Retail and Corporate Segments of Russian Credit Market," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 1(10), pages 7-19, September.
    4. repec:bof:bofitp:urn:nbn:fi:bof-201508181357 is not listed on IDEAS
    5. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
    6. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.

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