Теоретичні аспекти застосування стрес-тестування у банківській системі України

Abstract

In the context of globalization of the world economy, quantitative and qualitative characteristics of risks are growing, which encourages banks to develop and implement in everyday activities mechanisms that not only minimize risks, but also their forecasting, which ultimately will only reduce the negative impact of risks on financial-economic activities of banks, and in the best case in general to prevent their occurrence. One such tool, which has become popular and relevant in recent decades, has been stress testing. The transition to prudential processes of regulation of financial sectors of the economy, which in recent years have become a priority, requires the scientific community to find out common signs of financial crises, the identity of their individual processes, identify and classify defining points, the impact of which will maximize the development and implementation of crisis measures. In addition, the issue of developing and unifying methods and models of stress testing is becoming relevant. An important point to increase the efficiency of the stress testing process is to understand its essence, purpose, and tasks that will be solved in the process of stress testing of banks. The study suggests that stress testing is a process of quantitative risk assessment, which consists in determining the amount of uncoordinated position that exposes the bank to risk, and in determining the quantitative indicators of external factors that show how much damage the bank will receiv, if events develop according to the set negative scenarios, development of measures to establish quantitative indicators of individual bank or banking system of the country as a whole, which will ensure the creation of appropriate conditions under which the bank or banking system as a whole can prevent negative effects in general or minimize their influence. The purpose of stress testing is for an individual bank or the banking system as a whole to achieve a state that will minimize the impact of adverse events at the micro and macro levels, which are unlikely, but can lead to crises.