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Banking sector

The CNB applies two approaches when stress testing the banking sector. In the top-down macro approach, the CNB performs the tests itself on the basis of the data it has on the banking sector. It uses the results to assess macroprudential aspects of the capital position and liquidity of the banking sector under stress. In the bottom-up micro approach, the relevant bank conducts the test on the basis of its own data using the methodology and scenarios set by the CNB. The CNB then evaluates the results and uses them in the process of supervisory review of the capital requirements for banks. The banking sector currently undergoes:

  1. Solvency macro-stress test
  2. Liquidity macro-stress test
  3. Supervisory stress test (micro-stress test)

Current stress testing methodology

Stress test results

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