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Stress Testing in Practice: A Survey of 43 Major Financial Institutions

Over the last couple of years large, internationally active financial institutions have engaged in increasingly complex and diverse activities. This tendency towards greater complexity, together with the experience of recent financial market crises, has reinforced an already large and growing interest in how these institutions measure and monitor their risk exposures. A specific set of risk management techniques, called “stress testing,” has attracted particular attention among both practitioners and regulators. Stress tests are tools used by financial firms to gauge their potential vulnerability to exceptional but plausible events. This article reviews the results of a survey of forty-three major commercial and investment banks from 10 countries, who were asked to report their firm-wide stress tests that captured material risks as of 31 May 2000.