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 of the macro stress tests to assess macroprudential aspects of the capital position and liquidity of the banking sector under stress and publishes them twice a year in the Financial Stability Report. 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 micro stress test results, uses them in the process of supervisory review of the capital requirements for banks and publishes them as separate reports on this page. The banking sector currently undergoes:

• Solvency macro-stress test
• Liquidity macro-stress test
• Supervisory stress test (micro-stress test)

Current stress testing methodology

• Solvency macro-stress tests (pdf, 821 kB)
• Liquidity macro-stress tests (pdf, 213 kB)

Stress test results of banks

• 07/2022: Financial Stability Report – Spring 2022
• 12/2021: Risks to financial stability and their indicators (pdf, 1.7 MB)
• Archive of stress test results

Supervisory stress test results of selected banks

• 10/2021: Supervisory stress test of selected banks, Report with results, (pdf, 349 kB), underlying data (xlsx, 36 kB)
• 12/2019: Supervisory stress test of selected banks, Report with results, (pdf, 54 kB), underlying data (xlsx, 63 kB)
• 12/2018: Supervisory stress test of selected banks, Report with results, (pdf, 56 kB), underlying data (xlsx, 64 kB)