METHODICAL APPROACHES TOWARDS BANK STRESS-TESTING TECHNIQUE ALGORITHM DEVELOPMENT
The paper is devoted to the stress-testing technique development and adoption into the Russian commercial banking activity. The basic characteristic and the stress-testing algorithm are defined on the basis of generalization of methodical approaches to stress tests implementation in banks. The author makes suggestions for building multiple-factor models of risk assessment, defining stress tests efficiency and using these results in the current banking activity. The developed approach to stress testing plays an important role in banking activity allowing the bank to anticipate the consequences of extraordinary events.