{"id":"https://openalex.org/W7223681880","doi":"https://doi.org/10.5281/zenodo.23665787","title":"FORECASTING THE IMPACT OF MACROECONOMIC SHOCKS ON BANK CAPITAL ADEQUACY THROUGH STRESS TESTING","display_name":"FORECASTING THE IMPACT OF MACROECONOMIC SHOCKS ON BANK CAPITAL ADEQUACY THROUGH STRESS TESTING","publication_year":2026,"publication_date":"2026-10-26","ids":{"openalex":"https://openalex.org/W7223681880","doi":"https://doi.org/10.5281/zenodo.23665787"},"language":"en","primary_location":{"id":"doi:10.5281/zenodo.23665787","doi":"https://doi.org/10.5281/zenodo.23665787","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23665787","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.5281/zenodo.23665787","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5159711295","display_name":"Muqumov Orifjon","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Muqumov Orifjon","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5159711295"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.84978803,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14183","display_name":"Banking Sector Performance and Management","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13288","display_name":"Banking, Crisis Management, COVID-19 Impact","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/macroeconomic-shocks","display_name":"macroeconomic shocks","score":0.9950000047683716},{"id":"https://openalex.org/keywords/bank-capital-adequacy","display_name":"bank capital adequacy","score":0.9959999918937683},{"id":"https://openalex.org/keywords/stress-testing","display_name":"stress testing","score":0.9869999885559082},{"id":"https://openalex.org/keywords/basel-iii","display_name":"Basel III","score":0.8889999985694885},{"id":"https://openalex.org/keywords/countercyclical-capital-buffer","display_name":"countercyclical capital buffer","score":0.7139999866485596},{"id":"https://openalex.org/keywords/risk-weighted-assets","display_name":"risk-weighted assets","score":0.9290000200271606},{"id":"https://openalex.org/keywords/commercial-banks","display_name":"commercial banks","score":0.7649999856948853}],"concepts":[{"id":"https://openalex.org/C2779201015","wikidata":"https://www.wikidata.org/wiki/Q1308919","display_name":"Stress test","level":2,"score":0.7479000091552734},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7002999782562256},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.5483999848365784},{"id":"https://openalex.org/C7515471","wikidata":"https://www.wikidata.org/wiki/Q1936882","display_name":"Stress testing (software)","level":2,"score":0.5426999926567078},{"id":"https://openalex.org/C16969640","wikidata":"https://www.wikidata.org/wiki/Q1070805","display_name":"Capital adequacy ratio","level":3,"score":0.5375000238418579},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5260000228881836},{"id":"https://openalex.org/C2864544","wikidata":"https://www.wikidata.org/wiki/Q2914988","display_name":"Capital requirement","level":3,"score":0.5192999839782715},{"id":"https://openalex.org/C2781300812","wikidata":"https://www.wikidata.org/wiki/Q178061","display_name":"Shock (circulatory)","level":2,"score":0.49380001425743103},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4625000059604645},{"id":"https://openalex.org/C180075932","wikidata":"https://www.wikidata.org/wiki/Q5333342","display_name":"Econometric model","level":2,"score":0.4406999945640564},{"id":"https://openalex.org/C2780759654","wikidata":"https://www.wikidata.org/wiki/Q809934","display_name":"Basel II","level":4,"score":0.42660000920295715},{"id":"https://openalex.org/C107584723","wikidata":"https://www.wikidata.org/wiki/Q1460626","display_name":"Risk-adjusted return on capital","level":5,"score":0.4077000021934509},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39570000767707825},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.3898000121116638},{"id":"https://openalex.org/C32768728","wikidata":"https://www.wikidata.org/wiki/Q1728567","display_name":"Capital account","level":2,"score":0.35670000314712524},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.34139999747276306},{"id":"https://openalex.org/C2780859788","wikidata":"https://www.wikidata.org/wiki/Q6865433","display_name":"Minimum capital","level":4,"score":0.33660000562667847},{"id":"https://openalex.org/C2779971977","wikidata":"https://www.wikidata.org/wiki/Q842206","display_name":"Money supply","level":3,"score":0.3228999972343445},{"id":"https://openalex.org/C2777764128","wikidata":"https://www.wikidata.org/wiki/Q189539","display_name":"Loan","level":2,"score":0.3084000051021576},{"id":"https://openalex.org/C18347183","wikidata":"https://www.wikidata.org/wiki/Q809928","display_name":"Basel I","level":5,"score":0.3066999912261963},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.29739999771118164},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.29260000586509705},{"id":"https://openalex.org/C21036866","wikidata":"https://www.wikidata.org/wiki/Q181767","display_name":"Stress (linguistics)","level":2,"score":0.2847999930381775},{"id":"https://openalex.org/C137703641","wikidata":"https://www.wikidata.org/wiki/Q4874480","display_name":"Bayesian vector autoregression","level":3,"score":0.2806999981403351},{"id":"https://openalex.org/C58202505","wikidata":"https://www.wikidata.org/wiki/Q5035700","display_name":"Capital formation","level":4,"score":0.27300000190734863},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.26980000734329224},{"id":"https://openalex.org/C2984393311","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometric analysis","level":2,"score":0.2628999948501587},{"id":"https://openalex.org/C2779812064","wikidata":"https://www.wikidata.org/wiki/Q809926","display_name":"Basel III","level":4,"score":0.26080000400543213},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.2587999999523163},{"id":"https://openalex.org/C181168301","wikidata":"https://www.wikidata.org/wiki/Q741634","display_name":"Risk-weighted asset","level":5,"score":0.2526000142097473}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5281/zenodo.23665787","doi":"https://doi.org/10.5281/zenodo.23665787","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23665787","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},{"id":"doi:10.5281/zenodo.23665788","doi":"https://doi.org/10.5281/zenodo.23665788","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23665788","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"}],"best_oa_location":{"id":"doi:10.5281/zenodo.23665787","doi":"https://doi.org/10.5281/zenodo.23665787","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23665787","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7223692061","https://openalex.org/W7223690492","https://openalex.org/W7207878021","https://openalex.org/W3161813857","https://openalex.org/W2925833567","https://openalex.org/W7223284786","https://openalex.org/W1933433149","https://openalex.org/W4237401095","https://openalex.org/W2947063184","https://openalex.org/W2422232023"],"abstract_inverted_index":{"This":[0],"thesis":[1],"explores":[2],"ways":[3],"to":[4,53],"forecast":[5],"the":[6,67],"impact":[7],"of":[8,23],"macroeconomic":[9,46],"shocks":[10],"on":[11,20],"commercial":[12],"bank":[13],"capital":[14,26,41],"adequacy":[15,42],"through":[16],"stress":[17],"testing.":[18],"Based":[19],"an":[21],"analysis":[22],"Basel":[24],"III":[25],"standards,":[27],"Presidential":[28],"Decree":[29],"No.":[30],"DP-5992,":[31],"and":[32,58,81],"scholarly":[33],"literature,":[34],"it":[35],"is":[36],"shown":[37],"that":[38],"while":[39],"minimum":[40],"ratios":[43],"are":[44,49,86],"established,":[45],"shock":[47],"projections":[48],"not":[50],"substantively":[51],"linked":[52],"dynamic":[54],"risk-weighted":[55],"asset":[56],"migration":[57],"countercyclical":[59],"buffer":[60],"triggers.":[61],"A":[62],"conditional":[63],"sequence":[64],"for":[65],"implementation,":[66],"\"macroeconomic":[68],"scenario":[69],"vector":[70],"\u2013":[71,76],"econometric":[72],"credit-loss":[73],"satellite":[74],"model":[75],"forward-looking":[77],"CAR":[78],"projection\"":[79],"principle,":[80],"five":[82],"readiness":[83],"assessment":[84],"indicators":[85],"substantiated.":[87]},"counts_by_year":[],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2026-10-27T00:00:00"}