On 19–21 August, experts from the National Bank of Moldova (NBM), namely its Financial Stability Division, will visit Poland to learn about the country’s experience in stress testing banking systems.
The visit programme will cover different aspects of risks considered in the new regulatory framework, in line with the Capital Requirement Directive and Capital Requirement Regulation (CRD IV/CRR) package.
The National Bank of Poland will share its experience and the main challenges in the process of constructing analytical tools, particularly when selecting input data, developing a macroprudential model – meaning a model that aims to mitigate overall financial risk – and defining stress test scenarios.
The underlying objective of the study visit is to assist the representatives of the NBM in improving analytical capacities and develop a useful tool for macroprudential purposes and systemic risk identification.
The event is being organised by the European Commission’s Technical Assistance and Information Exchange Instrument (TAIEX), in cooperation with the National Bank of Poland.
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