Basel II and the Financial Crisis - Stress Testing is the Answer

Stress testing is a tool that supplements other riskthe robustness of their internal capital assessments
management approaches and measures. It plays aand the capital cushions above the regulatory
particularly important role in:minimum.
1. Providing forward-looking assessments of risk;Basel II also requires that, at a minimum, banks
2. Overcoming limitations of models and historicalsubject their credit portfolios in the banking book to
data;stress tests. Recent analysis has concluded that
3. Supporting internal and external communication;implementation of this requirement would not have
4. Feeding into capital and liquidity planningproduced large loss numbers in relation to banks'
procedures;capital buffers going into the crisis or their actual loss
5. Informing the setting of a banks' risk tolerance;experience.
andFurther, the general tests banks are required to
6. Facilitating the development of risk mitigation orconduct as part of Pillar 2 (SRP - supervisory review
contingency plans across a range of stressedprocess) might have included more severe scenarios
conditionsthan the ones currently used and produced results
Stress testing is especially important after longmore in line with the actual stresses that were
periods of benign economic and financial conditions,observed.
when fading memory of negative conditions can leadBy itself, it cannot address all risk management
to complacency and the underpricing of risk. It is alsoweaknesses, but as part of a comprehensive
a key risk management tool during periods ofapproach, it has a leading role to play in strengthening
expansion, when innovation leads to new productsbank corporate governance and the resilience of
that grow rapidly and for which limited or no lossindividual banks and the financial system.
data is available.A stress test is commonly described as the
Pillar 1 (minimum capital requirements) of the Basel IIevaluation of the financial position of a bank under a
framework requires banks using the Internal Modelssevere but plausible scenario to assist in decision
Approach to determine market risk capital to have inmaking within the bank. The term is also used to
place a rigorous programme of testing.refer not only to the mechanics of applying specific
Similarly, banks using the advanced and foundationindividual tests, but also to the wider environment
internal ratings-based (IRB) approaches for credit riskwithin which the tests are developed, evaluated and
are required to conduct credit risk tests to assessused within the decision-making process.