Financial Law and Risk Control
Principles for sound stress testing practices and supervision
Basel Committee on Banking Supervision
- Year
- 2009
- Venue
- Bank for International Settlements
- Level
- Introductory
Summary
Sets out supervisory principles for bank stress-testing programmes after weaknesses revealed by the financial crisis. The guidance covers governance, scenario design, implementation, capital planning, supervisory assessment, and the responsibilities of supervisors in evaluating stress-testing practices.
Citation
Basel Committee on Banking Supervision. "Principles for sound stress testing practices and supervision." Bank for International Settlements, 2009.
BibTeX
@techreport{Supervision2009Principles,
title = {Principles for sound stress testing practices and supervision},
author = {Basel Committee on Banking Supervision},
year = {2009},
institution = {Bank for International Settlements},
url = {https://www.bis.org/publ/bcbs155.htm}
}