Bank Solvency Stress Testing at Central Bank of Bosnia and Herzegovina

The CBBH publishes a research paper submitted on the basis of the invitation to submit research papers announced by the CBBH twice a year. The paper has been reviewed by the technical review committee including the CBBH staff members, academic members and experts who are not citizens of BH.

The paper describes evolution of stress tests in the CBBH, the way they are currently implemented, and their significance for assessing systemic risks in the banking sector. We believe that academic and professional public will find this research paper interesting and useful, as it deals, in a quite explicit way, with the significance of tests, the adjustment of the CBBH approach with current international practice, and the way to interpret results. Higher transparency in overall process certainly contributes to better understanding of information communicated by the CBBH in its regular publications to the general public.

Due to international character and target authors, and also users of published research, the invitation to submit research papers is published in English. Research papers are also submitted in English (the paper is available on this link)