Stress test definition

Stress test means the estimation of credit or liquidity exposures that would result from the realization of po- tential stress scenarios, such as ex- treme price changes, multiple defaults, and changes in other valuation inputs and assumptions.
Stress test means the estimation of credit or liquidity exposures that would result from the realization of potential stress scenarios, such as extreme price changes, multiple defaults, and changes in other valuation inputs and assumptions.
Stress test or “stress testing” means, except in section 4.13, a test conducted periodically by a clearing agency that operates as a central counterparty or securities settlement system to estimate credit and liquidity exposures that would result from the realization of extreme price changes to determine the amount and sufficiency of the clearing agency’s total financial resources available in the event of a default or multiple defaults in extreme but plausible market conditions;

Examples of Stress test in a sentence

  • Overall, stress testing allows senior management to determine whether the Company’s exposures correspond to its risk appetite.• The establishment or revision of limits: Stress test results, where applicable, are part of the risk management processes for the establishment or revision of limits across products, different market risk variables and portfolios.

  • Stress test results, where applicable, are part of the risk management processes for the establishment or revision of limits across products, different market risk variables and portfolios The ultimate responsibility and ownership of the Company’s stress testing policy rests with the Board of Directors.

  • Stress test constitutes an integral part of the market risk management.

  • Report EU-wide CCP Stress test 2015, 29 April 2016, 2016/658, p.65.

  • While the SNSA cooperated in the preparation and issuance of the ENSREG Stress test specifications, the Krško NPP implemented an analysis to identify short-term improvements.


More Definitions of Stress test

Stress test means a process toassess the potential impact of scenarios on the consolidated earnings, losses, and capital of a bank holding company, savings and loan holding company, or state member bank over the planning horizon, taking into account the current condition, risks, exposures, strategies, and activities.
Stress test means a process to assess the potential impact of scenarios on the consolidated earnings, losses, and capital of a covered company over the planning horizon, taking into account its current condition, risks, exposures, strategies, and activities.
Stress test means the analysis of the impact of a single adverse event;
Stress test means the process to as- sess the potential impact of scenarios on the consolidated earnings, losses, and capital of a covered bank over the planning horizon, taking into account the current condition of the covered bank and the covered bank’s risks, ex- posures, strategies, and activities.
Stress test means a process to as- sess the potential impact of scenarios on the consolidated earnings, losses, and capital of a covered company over the planning horizon, taking into ac- count its current condition, risks, ex- posures, strategies, and activities.
Stress test means, as of any date of determination, an analysis reasonably conducted by the Required Lenders in good faith and in consultation with the Borrower based upon the most recent Engineering Report delivered to the Administrative Agent pursuant to this Agreement, which analysis is designed to determine whether the future net revenues expected to accrue to the Borrower’s and the Guarantor Subsidiaries’ and the Included Joint Ventures’ (to the extent that such included Joint Ventures’ Oil and Gas Properties are included in the Borrowing Base Properties) interest in the Oil and Gas Properties are included in the Borrowing Base Properties during half of the remaining expected economic lives of such Oil and Gas Properties are sufficient to satisfy the aggregate first lien Indebtedness of the Borrower and its Restricted Subsidiaries in accordance with the terms of such Indebtedness assuming a Borrowing Base Utilization Percentage as of such date of 100%.
Stress test means a process to as- sess the potential impact of scenarios on the consolidated earnings, losses, and capital of a bank holding company, savings and loan holding company, or state member bank over the planning horizon, taking into account the cur- rent condition, risks, exposures, strate- gies, and activities.