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:

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

Current stress testing methodology

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

Stress test results

• 06/2021: Financial stability report 2020/2021
• 12/2020: Risks to financial stability and their indicators (pdf, 1.5 MB)
• 06/2020: Financial stability report 2019/2020
• 12/2019: Risks to financial stability and their indicators (pdf, 1 MB)
• 12/2019: Supervisory stress test of selected banks, Report with results, (pdf, 54 kB), underlying data (xlsx, 63 kB)
• 06/2019: Financial stability report 2018/2019
• 12/2018: Risks to financial stability and their indicators (pdf, 1 MB)
• 12/2018: Supervisory stress test of selected banks, Report with results, (pdf, 56 kB), underlying data (xlsx, 64 kB)
• 06/2018: Financial stability report 2017/2018
• 12/2017: Report with results, (pdf, 68 kB), underlying data (xls, 803 kB)
• 06/2017: Financial stability report 2016/2017
• 12/2016: Report with results, (pdf, 73 kB), underlying data (xls, 803 kB)
• 06/2016: Financial stability report 2015/2016
• 12/2015: Report with results, (pdf, 72 kB), underlying data (xls, 807 kB)
• 06/2015: Financial Stability Report 2014/2015
• 12/2014: Report with results, (pdf, 113 kB), underlying data (xls, 800 kB)
• 06/2014: Financial stability report 2013/2014
• 12/2013: Report with results (pdf, 76 kB), (underlying data xls, 802 kB)
• 06/2013: Financial stability report 2012/2013
• 12/2012: Report with results (pdf, 127 kB), (underlying data xls, 272 kB)
• 06/2012: Financial stability report 2011/2012
• 03/2012: Report with results, (pdf, 104 kB), (underlying data xls, 298 kB)
• 11/2011: Report with results (pdf, 94 kB), (underlying data xls, 262 kB)
• 08/2011: Report with results (pdf, 89 kB)
• 06/2011: Financial stability report 2010/2011
• 03/2011: Report with results (pdf, 181 kB)
• 11/2010: Report with results (pdf, 29 kB)
• 08/2010: Report with results (pdf, 28 kB)
• 06/2010: Financial stability report 2009/2010
• 02/2010: Report with results (pdf, 83 kB)