📄 Abstract
This article explores key approaches to enhancing the effectiveness of stress-testing models for commercial banks based on international practice. The study examines how advanced banking systems improve stress-testing methodologies by strengthening scenario design, integrating multiple risk types, and incorporating macroeconomic and financial feedback effects. Particular attention is given to the role of model governance, data quality, and the consistent use of stress-testing results in capital and liquidity planning. The analysis highlights practical measures that increase the reliability and policy relevance of stress-testing outcomes, including dynamic modeling, multi-period horizons, and closer alignment with regulatory frameworks. The findings demonstrate that improving stress-testing model effectiveness contributes to stronger risk management, enhanced supervisory oversight, and greater financial stability in the banking sector.
🏷️ Keywords
📚 How to Cite:
Mukumov Orifjon Abdurozikovich , WAYS TO ENHANCE THE EFFECTIVENESS OF STRESS-TESTING MODELS FOR COMMERCIAL BANKS IN INTERNATIONAL PRACTICE , Volume 12 , Issue 12, December 2025, EPRA International Journal of Economics, Business and Management Studies (EBMS) ,