Jakubík, Petr; Heřmánek, Jaroslav - Institut ekonomických studií, Univerzita Karlova v Praze - 2008
This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and … credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB’s official … quarterly macroeconomic forecast. In addition, the article updates the stress scenarios, including simple sensitivity analyses …