Can you tell us what stress tests you conduct? And canada telegram data maybe you are laying down some new scenarios in these stress tests after the last two years?
The Bank of Russia annually conducts
various stress tests that perform specific tasks, and 2024 will be no exception. In particular, we have already launched supervisory stress testing of banks using the bottom-up method — banks are now actively conducting calculations and will soon send them to us for verification. Also on the agenda is a climate stress test and a macroprudential stress test of the financial sector.
Scenarios primarily depend on
the testing objectives, and I would like to note that we always lay down the most realistic scenarios. We usually use macroeconomic scenarios from the main directions of monetary policy or specially developed narrowly targeted scenarios for a certain type of stress. For example, this year, in supervisory stress testing using the bottom-up this is a classic example method, we offered banks to test the risk scenario of the Bank of Russia.
— 2022 has become a serious test of the banking agb directory sector’s strength. Have banks used financial stability recovery plans (FSRPs) in stressful conditions? Are you satisfied with the FSRP tool? Is there a plan to develop it?
