CBI Stress test
Stress test 2020 — scenario
The Central Bank of Iceland’s annual stress test is intended to assess financial institutions’ resilience to a hypothetical stress scenario. The test is a systemic one — i.e. a macroprudential stress test — with a cyclical stress scenario. The Bank will publish the main results of the stress test conducted on systemically important banks in the autumn issue of its Financial Stability report. The scenarios used for the stress test are now published as well, giving other parties the opportunity to use them in their own stress testing.