Wolters Kluwer: Reinforcing Market Confidence With Consistent Stress Testing

Financial institutions must be able to identify their strength as well as robustness against unexpected and extreme stress performance of the financial risk factors that they are exposed to, at any Point in Time (PIT). The direct impacts of stressed risk factors are risks in capital, liquidity, value and income. Moreover there are many side effects e.g., in the exposures to concentration and systemic risks. It is therefore very important that financial institutions are able to absorb any

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