LITERATURE REVIEW OF AUTHORS EXAMINING THE DIGITAL TRANSFORMATION OF BANK STRES TESTING TO THEIR REVERSE PROFILE

Abstract

The scientific material reviews the most important scientific developments related to the digital transformation from standard bank stress tests to their reverse profiles. The author refers to many authors discussing the problem. Peter Grundke and Kamil Pliszka scored 6 steps on the reverse stress test. An attempt is made to define the concepts by Christian Thun, Juan M. Licari and Mark Zandi, as shown in Figure 1. The Hybrid Approach to Reverse Stress Testing includes is also briefly discussed. Three conclusions have been drawn, regarding the matter of the review.