Stress testing, reservations (restrictions of stress testing)

Stress tests are a useful and necessary tool for banking supervision. However, they can only provide a partial picture of how an external shock can affect a banking system. published stress tests can also become a source of risk themselves; this is particularly true of the disclosure of data relating to individual institutions; – they do not in principle have the capacity to predict, although it has been shown that published tests are used for forecasting purposes, especially in financial journalism. – For all these reasons, special care must always be taken when interpreting the results of stress tests. – See data uncertainty, forecast uncertainty, uncertainty, trend forecasts, confidence. – Cf. BaFin’s 2010 Annual Report, p. 137 (new requirements resulting from the 2010 MaRisk amendment), p. 148 f. (results of the 2010 stress test in which twenty EU member states participated), p. 189 (BaFin’s publication of a MaRisk specifically for capital management companies) and the respective BaFin Annual Report.

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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
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https://www.gerhardmerk.de/