Developing Econometric model for Stress Testing and interpreting the results.

TBC Bank contracted ISET-PI to work on Economic Capital Stress Testing Methodology, which includes but not limited to:

• Developing Stress Testing Econometric Model

• Proceed Econometric Regressions and Relevant tests

• Interpretation of the regression results and recommendations for father model improvements

• The presentation of the obtained results.


Main Researchers

Olga Azhgibetseva

Sophiko Skhirtladze


Project Milestones

Status: Completed

Start date: August, 2016
End date: October, 2016

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