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Formation of Methodological Support for Stress Testing the Financial Stability of a Commercial Bank
Koliesnichenko A. S., Lytvynov I. Y.

Koliesnichenko, Anastasiia S., and Lytvynov, Ivan Yu. (2025) “Formation of Methodological Support for Stress Testing the Financial Stability of a Commercial Bank.” Business Inform 3:269–276.
https://doi.org/10.32983/2222-4459-2025-3-269-276

Section: Finance, Money Circulation and Credit

Article is written in Ukrainian
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UDC 336.71

Abstract:
The article is devoted to the problem of ensuring the financial stability of commercial banks as a key factor in the stability of the banking system and the economy as a whole. In this context, it is substantiated that in conditions of growing uncertainty and risks associated with global economic crises, stress testing becomes an important tool for assessing the ability of banks to withstand adverse conditions. An analysis of key aspects of methodological support for stress testing was carried out, including the development of scenarios, assessment of the impact of stress scenarios on the bank’s financial indicators, analysis of results and development of measures to improve financial stability. On this basis, a description of key aspects of ensuring the stress testing of the financial stability of a commercial bank is provided, their positive and negative features are highlighted. A scheme of methodological support for stress testing of the financial stability of a commercial bank is built, which includes such elements as: phased implementation of methodological techniques, tools and evaluation criteria for implementation. The criteria for assessing the methodological support for stress testing of the financial stability of a commercial bank are disclosed, which allow: to determine whether the capital reserve is sufficient to cover possible losses in the event of adverse scenarios; to assess the bank’s ability to timely fulfill its financial obligations under stress scenarios, and to determine whether the scenarios also indicate compliance with regulatory requirements, the timeliness of threat identification and the level of risk management effectiveness. It is substantiated that the formation of methodological support for stress testing of the financial stability of a commercial bank is an effective tool for ensuring the stability of the banking system and increasing the financial stability of banks. It provides a comprehensive approach to assessing the bank’s ability to withstand adverse conditions and developing measures to minimize risks.

Keywords: financial stability, commercial banks, stress testing, methodological support, macroeconomic shocks, external auditors, risks.

Fig.: 3. Tabl.: 1. Bibl.: 10.

Koliesnichenko Anastasiia S. – Candidate of Sciences (Economics), Associate Professor, Associate Professor, Department of Accounting and Finance, National Technical University «Kharkiv Polytechnic Institute» (2 Kyrpychova Str., Kharkіv, 61002, Ukraine)
Email: [email protected]
Lytvynov Ivan Yu. – Applicant, National Technical University «Kharkiv Polytechnic Institute» (2 Kyrpychova Str., Kharkіv, 61002, Ukraine)
Email: [email protected]

List of references in article

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