Albert, Jose Ramon G.; Ng, Thiam Hee - Philippine Institute for Development Studies (PIDS), … - 2012
assuming unlikely but plausible stress scenarios to determine whether banking system credit and capital could withstand the … impact of such circumstances. In the stress scenarios, the estimated impact of macroeconomic shocks on nonperforming loan and … vulnerability to interest rate and stock market shocks. The results of such stress testing provide a better understanding of the …