FINANCE|financial institutions and credit
- tástáil struis ó bhun aníos Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
- ga
- Bottom-up-Stresstest
- de
- Definition Test bestimmter Forderungen und Risikofaktoren und Aggregierung der Ergebnisse Reference "CEBS-Leitlinien für Stresstests, 2010 http://www.fma.gv.at/typo3conf/ext/dam_download/secure.php?u=0&file=8039&t=1361572118&hash=54476bb702f3210c1aecea2f5c0d0137 (16.4.2013)"
- bottom-up stress test
- en
- Definition stress test focusing on understanding how the values of the trading and investment portfolios of a financial institution change in response to changes in selected market risk, credit risk, and liquidity risk factors Reference "COM-EN, based on: ""Expert Forum on Advanced Techniques on Stress Testing: Applications for Supervisors. Opening Remarks by Charles Enoch"", International Monetary Fund > News > IMF Seminars, Conferences, Workshops and Economic Forums > Expert Forum on Advanced Techniques on Stress Testing: Applications for Supervisors > Opening Remarks, http://www.imf.org/external/np/seminars/eng/2006/stress/pdf/ce.pdf [16.4.2013]"
- Comment "From a supervisory perspective, the bottom-up approach is useful for assessing whether financial institutions would remain adequately capitalised in the face of adverse shocks to the identified risk factors. From a risk management perspective, the bottom-up approach is useful for risk budgeting. ""Expert Forum on Advanced Techniques on Stress Testing: Applications for Supervisors. Opening Remarks by Charles Enoch"", International Monetary Fund > News > IMF Seminars, Conferences, Workshops and Economic Forums > Expert Forum on Advanced Techniques on Stress Testing: Applications for Supervisors > Opening Remarks, http://www.imf.org/external/np/seminars/eng/2006/stress/pdf/ce.pdf [16.4.2013] See also: - top-down stress test (antonym) [ IATE:3548824 ] - stress test (broader) [ IATE:3504768 ]"
- test de résistance ascendant | test de résistance bottom-up | test de résistance effectué selon une approche ascendante
- fr
- Definition "test de résistance réalisé à partir des données et modèles internes des banques et assurances, par opposition à un exercice ""top-down"" réalisé par une autorité de contrôle prudentiel à partir de ses propres modèles financiers" Reference "COM-FR, d'après: Analyses et synthèses - Stress tests sur le système bancaire et les organismes d'assurance en France, Autorité de contrôle prudentiel, n° 11 - janvier 2013, http://www.acp.banque-france.fr/uploads/media/201301-stress-tests-systeme-bancaire-et-organismes-assurance-en-france_01.pdf [12.9.2013]"