مجلة الأصيل للبحوث الاقتصادية والإدارية
Volume 8, Numéro 2, Pages 130-149
2024-10-31
Banking Stress Test A Risk Management Tool Simulation Of A Combined Credit And Liquidity Stress Test On A Commercial Bank
Authors : Henni Zakaria . Zaid Hizia .
Abstract
In the aftermath of 2007 financial crisis, banking stress testing emerged as a crucial technique for enhancing the management of various banking risks. These tests assess the resilience of financial institutions by simulating extreme but plausible economic and financial shocks. This article aims to conduct a combined liquidity and credit stress test using Financial Projection Model (FPM) on a commercial bank to examine its ability to withstand these simulated shocks. The stress test results reveal that the bank does not face a solvency risk. However, in terms of liquidity scenario indicates vulnerability, highlighting a significant liquidity issue that needs attention.
Keywords
Bank ; Financial stability ; Crisis ; Risks ; Stress Test
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