The Basel Committee on Banking Supervision (Basel Committee) has issued a consultative document on stress testing principles and a range of practices report on supervisory and bank stress testing.
The consultative document sets out proposed new principles on stress testing that are intended to replace the existing principles that the Basel Committee adopted in May 2009. The deadline for comments on the consultative document is 23 March 2018.
The range of practices report describes and compares supervisory and bank stress testing practices and highlights areas of evolution. The report finds that, in recent years, both banks and authorities have made significant advances in stress testing methodologies and infrastructure.
View Consultative document on stress testing principles and a range of practices report issued by the Basel Committee, 20 December 2017