System-wide exploratory scenario: Difference between revisions
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The System-wide exploratory scenario is regulatory stress test for the UK financial sector. | The System-wide exploratory scenario is regulatory stress test for the UK financial sector. | ||
It is designed to improve understanding of: | It is designed to improve understanding of: | ||
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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]] | ||
Revision as of 00:19, 3 July 2024
Financial stability - financial sector - regulation - sensitivity analysis and stress testing - UK - Bank of England.
(SWES).
The System-wide exploratory scenario is 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
- Heuristic
- Idiosyncratic stress
- Model
- Reverse stress test
- Scenario analysis
- Sensitivity analysis
- Shock
- Stress
- Stress test
