مجلة الدراسات المالية والمحاسبية والإدارية
Volume 7, Numéro 2, Pages 617-638
2020-12-31

Stress Testing Bank As Tools Of Risk Management, Case Of An Individual Algerian Bank Using Financial Projection Model



Authors : Bouchetara Mehdi . Bozkuş Kahyaoğlu Sezer .

Abstract

In this paper, the major aim is to exercise stress testing for an individual bank in Algeria to highlight the bank's vulnerabilities in the face of the various shocks that are applied based on Financial Projection Model. Although the study includes the case of Algeria, the recommendations made in the context of international risk management standards and the methods applied for risk assessments constitute a global best practice example.

Keywords

Stress testing ; Financial Projection Model ; Credit Risk ; Liquidity Risk

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