IDEAS home Printed from https://ideas.repec.org/h/pal/pmschp/978-3-030-71337-9_23.html
   My bibliography  Save this book chapter

Banking Stress Testing

In: Financial Markets Evolution

Author

Listed:
  • Elena Meshkova

    (Financial University Under the Government of the Russian Federation)

Abstract

The chapter is dedicated to stress testing the banking sector liquidity. The purpose of the study is to develop and justify a stress test pattern for evaluating the banking sector exposure to liquidity risk, as an alternative to the methods used by Basel Committee on Banking Supervision (Basel III). The chapter defines the main sources of the liquidity loss risk while justifying the importance of adequately assessing the credit risk as the main risk factor, to evaluate the liquidity loss for the Russian banking sector. The results evidence material influence of corporate portfolio credit risk on banks liquidity. The stress test results show the relevancy of the regulator and the bank management closely monitoring the credit portfolio quality management of the Russian banking sector.

Suggested Citation

  • Elena Meshkova, 2021. "Banking Stress Testing," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Galina Panova (ed.), Financial Markets Evolution, edition 1, pages 299-311, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-3-030-71337-9_23
    DOI: 10.1007/978-3-030-71337-9_23
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:pmschp:978-3-030-71337-9_23. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.