Market risk stress test

Model calculation carried out annually by the Deutsche Bundesbank and published and discussed in detail in the Financial Stability Report. In this test, selected institutions are exposed to risk events relating to interest rates, share prices, exchange rates, volatilities and risk-related surcharges on the financial markets. The liable equity capital at the time of the assumed shock is used to assess the sustainability of the resulting fair value losses on balance sheet and off-balance sheet items. – See meltdown risk, contagion effects, asset quality review, balance sheet tricks, government, comprehensive assessment, key data, macroeconomic, earnings weakness, contingent loss, liquidity crisis plan, market risk, models, monetary policy, stress test.

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/