71. Comprehensive stress tests

 

Comprehensive stress-tests are an integral part of the Group’s risk management and are complementary to stress-tests specific to particular types of risks. They collectively include the types of risk considered by the Bank and the Bank’s Group to be significant. They include an analysis of the impact of changes in the environment and the functioning of the Group on the Group’s financial position, in particular: the income statement, statement of financial position, own funds, capital adequacy including capital requirements, internal capital, capital adequacy measures and selected liquidity measures.

Annual report
2018

Comprehensive stress tests include periodical tests and supervisory tests. Periodical stress tests are conducted once a year, with a 3-yearly horizon. Supervisory tests are carried out at the request of the supervisory authorities in accordance with the assumptions provided by the supervisory authorities. Periodical and thematic comprehensive stress tests are conducted taking into account the changes in amounts and structure of the statement of financial position and the income statement.

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