Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24310%2F14%3A00002140" target="_blank" >RIV/46747885:24310/14:00002140 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy
Original language description
The project is focused on a relatively new tool used mainly in the analysis of economies and financial markets stability. This tool, called macro stress tests, has become a part of the tools for testing the ability of the financial system to withstand unexpected shocks and now it is increasingly used in developing the corporate strategy. Theoretical and methodological parts account for brief characterization of stress tests and most widely used methods in macro stress testing, which is an application ofa sensitivity analysis and alternative scenarios. This part also includes types of risks (Credit Risk, Interest Rate Risk, Exchange Rate Risk, Liquidity Risk, Market Risk and Value-at-Risk) and shocks, and variables used in testing. The results of the financial stability testing are the significant source of information not only for government and banks, but also for non-financial corporations. The application part presents the possibility of using the results from macro stress tests as
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Conference Proceedings of MEKON 2014 Selected Papers
ISBN
978-80-248-3396-5
ISSN
1805-9945
e-ISSN
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Number of pages
11
Pages from-to
200-210
Publisher name
VŠB ? Technical University of Ostrava
Place of publication
Ostrava
Event location
VŠB ? Technical University of Ostrava
Event date
Jan 1, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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