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Bank stress tests: tools for prudential analysis – Episode 1
[Stress-tests bancaires : des outils d’analyse prudentielle – Épisode 1]

Author

Listed:
  • Valère Fourel
  • Julien Idiere
  • Valerio Scalone
  • Aurore Schilte

Abstract

In order to protect banks from macroeconomic and financial shocks, prudential authorities use a range of risk analysis tools, among them stress tests. What are they? What purpose do they serve? This blog post answers these questions and is accompanied by a second post on the “real-life” stress placed on banks by the Covid-19 crisis. Afin de protéger les banques des chocs macroéconomiques et financiers, les autorités prudentielles mobilisent de nombreux outils d’analyse du risque, dont les tests de résistance ou stress-tests. Que sont-ils ? À quoi servent-ils ? Ce billet l’explique et va de pair avec un second billet sur le stress « grandeur nature » de la crise de la Covid sur les banques.

Suggested Citation

Handle: RePEc:bfr:econot:195
as

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File URL: https://www.banque-france.fr/en/publications-and-statistics/publications/bank-stress-tests-tools-prudential-analysis-episode-1
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File URL: https://www.banque-france.fr/fr/publications-et-statistiques/publications/stress-tests-bancaires-des-outils-danalyse-prudentielle-episode-1
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