| Annotation |
In modern conditions, when a new banking crisis is growing at an increasing
pace in the world, from which a number of large Western financial and credit organizations
have already suffered, the study of supervisory stress testing is relevant,
since this tool has been created to stop crises in the banking sector. Now, when the
Russian economy is going through a stage of structural transformation and banks
play an important role in it, this tool is widely used in domestic supervisory practice.
The purpose of the study is to systematize the international experience of conducting
supervisory stress testing. The research objectives are as follows: to clarify the category
of “supervisory stress testing”; to analyze models and scenarios of supervisory stress tests conducted in different countries; to identify the nuances of supervisory
stress testing; to study the specifics of taking into account climate risks. The object
of the study is supervisory stress testing, the subject is the experience of their implementation
in different countries. The methodological basis of the study is the theoretical
methods of induction, generalization and systematization. The central banks of the
UK, the European Union, Australia and Brazil are observed in the study. According to
the results of the study, the concept of “supervisory stress testing” has been clarified,
scenarios of stress tests conducted in different countries have been analyzed, and the
peculiarities of their implementation at both national and supranational levels are revealed.
In addition, the specifics of taking into account climate risks in thematic stress
tests of the euro area have been studied. Drawing a conclusion from the completed
review, we can say that the experience of conducting supervisory stress testing varies
quite a lot in each country. At the same time, there is also the formation of a general
trend in the field of banking regulation – an emphasis on environmental protection for
the implementation of activities to combat climate change. |
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