Technical Cooperation Programme

Internship of a representative from the National Bank of Ukraine in the Financial Stability Department and Economic Institute

Date: 26-07-2013

Mr Ihor Bolgarin, Head of the Macroprudential Analysis Unit from the National Bank of Ukraine participated in an internship at the Financial Stability Department and Economic Institute of the National Bank of Poland between 22-26 July 2013.

The topics discussed during the internship concerned mainly the macro stress testing framework used by the National Bank of Poland to investigate the resilience of the Polish banking sector. This included the sources of data used for stress testing, econometric models and analysis used in the stress testing procedure, and the construction of macroeconomic stress scenarios.

The representative of the National Bank of Ukraine had the opportunity to get familiarized with the approach of the NBP to stress testing including practical sessions on the stress testing models and procedures used by the NBP.





 
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