All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Supervisory stress test?

Definition 22.10 Rates, Credit, XVA and Risk · Chapter 22 — Stress Testing and Scenarios

A supervisory stress test is a stress test whose scenarios are set by the supervisor and applied to many banks at once, to size capital buffers and compare the banks’ resilience.

Read in context →