Information and analytical systems for stress testing of credit institutions
| Autor: | L F Petrov, E S Emelianova |
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| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | IOP Conference Series: Earth and Environmental Science. 650:012013 |
| ISSN: | 1755-1315 1755-1307 |
| DOI: | 10.1088/1755-1315/650/1/012013 |
| Popis: | The main concepts of making information and analytical systems of stress testing (IASST) - software and tools for rapid stress tests in the activities of a credit organization are considered. Options for operational modeling of stress scenarios in the activities of a credit institution are discussed. Requirements for IASST are formulated for conducting stress tests both at the macro level and for analyzing selected stress situations when conducting tests of specific scenarios at the local level. Stress testing goals are formulated at each level. The IASST architecture is presented; the structure and interaction of the system modules are analyzed. The use of IASST by different participants in stress testing and the functions of each group of participants are discussed. Requirements for differentiation of access rights to information of various groups of participants of stress testing are formulated. The paper provides a formalization of the source information in the IASST for various stress tests. The main principles of visualization of stress testing results for different groups of participants are discussed. The ways to expand the IASST to include additional indicators in the stress testing process are considered. The positive impact of the use of IASST on the timing, quality, and complexity of conducting stress tests in credit institutions is noted. |
| Databáze: | OpenAIRE |
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