Chief Editor:
Ksenia Yudaeva
Letter from
the Editor 
RSCI eLibrary ReРЕc EconPapers
ISSN 2618-6799 (Print)
ISSN 2712-8369 (Online)
ISSN 0130-3090 (Print Russian edition)
ISSN 2712-8350 (Online Russian edition)
ECONS
Журнал «Деньги и кредит»
Russian Journal
of Money & Finance
Journal of the Bank of Russia
ISSN 2618-6799 (Print); ISSN 2712-8369 (Online)
Рус Eng
ECONS

Macroprudential Stress-Testing of the Financial Sector: International Experience and the Bank of Russia’s Approaches

Abstract

This article describes the development of stress testing as an instrument for supervision, crisis management and macroprudential policy. Based on broad analysis of international experience the article describes the features of macroprudential stress testing and its current use by regulators. The article also contains plans for the development of macroprudential stress testing by the Bank of Russia.

Keywords: stress test, banking sector, systemic risk, financial stability, macroprudential policy, Bank of Russia

Creative Commons

This paper is licensed under a Creative Commons Attribution 4.0 International License