Transcription of Basel Committee on Banking Supervision
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Basel Committee on Banking Supervision
Basel Committee on Banking Supervision Principles for sound stress testing practices and Supervision May 2009 Requests for copies of publications, or for additions/changes to the mailing list, should be sent to: Bank for International Settlements Press & Communications CH-4002 Basel , Switzerland E-mail: +41 61 280 9100 and +41 61 280 8100 Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN print: 92-9131-784-5 ISBN web: 92-9197-784-5 Table of Contents Performance of stress testing during the Use of stress testing and integration in risk Stress testing Scenario Stress testing of specific risks and Changes in stress testing practices since the outbreak of the Principles for sound stress testing practices and Principles for Use of stress testing and integration in r
Principles for sound stress testing practices and supervision Introduction The depth and duration of the financial crisis has led many banks and supervisory authorities
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