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Stress testing

In 2014, the Reserve Bank gathered information from the major banks on the techniques and processes used when producing stress test results. Using insights from this process, the Reserve Bank prepared a discussion document on best practice stress testing methodology.

Consultation opened:
Consultation closed:
Published date:
Status:
Closed

Consultation period: 2016-2017

The Reserve Bank ran two stress tests in late 2015 for major banks, relating to dairy exposures and a macroeconomic downturn scenario. In May 2016 the Reserve Bank issued a discussion document on stress testing methodology for New Zealand incorporated banks

Discussion document: Stress-testing methodology for New Zealand incorporated banks (PDF 208KB)