Englishtitle-VeejnéslubyInformaníhosystému.pptVIP

Testing resilience of the financial system;the only things one needs are a computer to be run by an experienced operator a couple of friends to discuss assumptions and results;for assessing resilience of the financial system the CNB conducts regular stress tests of banks since 2003 three (slightly overlapping) stages in development of the stress testing framework for banks simple static stress testing/sensitivity analysis (2003-2006) static stress testing based on (consistent) macroeconomic scenarios, satellite models and interbank contagion (2005-2009) dynamic model-based stress testing (2