THE PRACTICE AND ANALYSIS OF CONDUCTING STRESS TESTS TO ENSURE THE FINANCIAL STABILITY OF COMMERCIAL BANKS

Maksudova Saida Sakiyevna,
Independent Researcher at Tashkent Financial Institute
Tashkent, Uzbekistan

 

Abstract. In order to determine the financial stability of commercial banks, predict possible negative situations in advance, identify negative influencing factors and measure their impact, stress tests are being conducted in a certain way in various scenarios.This article examines the importance and relevance of stress testing of commercial banks, the requirements and procedures for conducting it, and methods of stress testing. Also, liquidity and credit risks at AT Aloqabank were analyzed in accordance with the directions recommended by the Central Bank.

Keywords: stress scenario, historical scenario, hypothetical, scenario, pessimistic scenario, critical scenario, catastrophic scenario, bank deposit portfolio, bank loan portfolio, problem loans, stress test: one-factor, multi-factor, individual, complex, integral, reverse.

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