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stress-testing. it served as the basis for the methodology of stress-testing the banking sector, which is a set of interrelated models enabling multivariate, scientifically grounded stress-testing of each bank with consideration of several shock scenarios in key russian macroeconomic development indicators
, including gdp, inflation, unemployment rate, oil price, and so on. the system is unique due to the effective combination of an up-to-date data warehouse of diversified information (bank reporting, macroeconomic indicators, exchange rates and share indices, financial reporting of companies, and so on...
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