System-wide exploratory scenario: Difference between revisions
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''Financial stability - financial sector - regulation - | ''Financial stability - financial sector - regulation - stress testing - UK - Bank of England.'' | ||
(SWES). | (SWES). | ||
The System-wide exploratory scenario is regulatory stress test for the UK financial sector. | The System-wide exploratory scenario is a regulatory stress test for the UK financial sector. | ||
It is designed to improve understanding of: | It is designed to improve understanding of: | ||
| Line 16: | Line 17: | ||
* [[Biennial exploratory scenario]] | * [[Biennial exploratory scenario]] | ||
* [[Black swan]] | * [[Black swan]] | ||
* [[Financial stability]] | |||
* [[Heuristic]] | * [[Heuristic]] | ||
* [[Idiosyncratic stress]] | * [[Idiosyncratic stress]] | ||
* [[Model]] | * [[Model]] | ||
* [[Non-bank financial intermediaries]] (NBFIs) | |||
* [[Regulation]] | |||
* [[Reverse stress test]] | * [[Reverse stress test]] | ||
* [[Scenario analysis]] | * [[Scenario analysis]] | ||
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==Other resource== | ==Other resource== | ||
*[https://www.bankofengland.co.uk/financial-stability/boe-system-wide-exploratory-scenario-exercise System-wide exploratory scenario - objectives and participating firms - Bank of England] | *[https://www.bankofengland.co.uk/financial-stability/boe-system-wide-exploratory-scenario-exercise System-wide exploratory scenario - objectives and participating firms - Bank of England] | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
[[Category:Identify_and_assess_risks]] | [[Category:Identify_and_assess_risks]] | ||
Latest revision as of 10:40, 30 July 2024
Financial stability - financial sector - regulation - stress testing - UK - Bank of England.
(SWES).
The System-wide exploratory scenario is a regulatory stress test for the UK financial sector.
It is designed to improve understanding of:
- The behaviours of banks and non-bank financial institutions during stressed financial market conditions and
- How those behaviours might interact to amplify shocks in UK financial markets that are core to UK financial stability.
See also
- Back test
- Bank of England
- Biennial exploratory scenario
- Black swan
- Financial stability
- Heuristic
- Idiosyncratic stress
- Model
- Non-bank financial intermediaries (NBFIs)
- Regulation
- Reverse stress test
- Scenario analysis
- Sensitivity analysis
- Shock
- Stress
- Stress test
