تحليل أهمية استخدام اختبارات الضغط كوسيلة للكشف المبكر عن خسائر المخاطر البنكية مع الإشارة لتجربة البنوك الأردنية

Abstract EN

This study aims to highlight an important system of early warning systems used to predict the various banking risks, which is related to stress tests, which is an important tool in testing the ability of banks to withstand future financial shocks, after subjecting their data to several hypotheses and scenarios.

The study reached several results, the most important of which are the failure of several banks on the international level in the first test, and they were considered more vulnerable to losses due to banking risks after the application of harsh and more pessimistic assumptions and scenarios, which enabled these banks as well as monetary and regulatory authorities to take all measures Precautionary measures aimed at minimizing these risks and minimizing them, as the study showed after analyzing the application of stress tests on Jordanian banks, the latter has the possibility to apply all scenarios and hypotheses to predict future shocks resulting from Credit risk as a model of study.