Методология и практика реализации макропруденциального стресс-тестирования банковской системы
The article reviews the methodological basis of macroprudential stress – testing used as a quantitative tool for analyzing and forecasting financial stability. This tool has been actively used by regulators around the world especially after global financial crisis in 2007-2008 years. We analyze the experience of macroprudential stress – testing of the banking sector providing by the US and the EU and focus on the methodology of the Bank of Russia. The authors use the general scientific methods of analysis and synthesis of literature in order to study various aspects of macroprudential stress – testing. The result of this work is a review of empirical studies on the macroprudential stress – testing and the analysis of the practical implementation in foreign countries and Russia. This article is of interest to a wide range of readers engaged in the study of theoretical and methodological aspects of the maintenance of financial stability.