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Hello everyone, I wanted to share with you a simple yet meaningful Excel based tool to conduct solvency stress tests for banks (ST). When it comes to the question of how the pandemic would affect financial stability and the resilience of specific banks, policy makers and supervisors are facing challenging questions. For example, how can I run a ST to simulate the impact of the pandemic (in terms of the decline of GDP) on banks’ capital ratios? When should we unwind any the regulatory relief measures? The IMF Paper “Rules of thumb” from Hardy and Schmieder (2013) provides a meaningful solution. It caters to a situation in which stress testers want to readily simulate the impact of the crisis and be able to adjust such simulations very quickly upon the availability of new information with respect to the severity of the crisis. This objective is relevant for supervisors around the globe and for specific banks. It may be particularly important for emerging markets. The tool developed by Christian Schmieder uses the most aggregate rule of thumb established by Hardy and Schmieder, mapping GDP growth paths directly into credit loss paths. As such, it provides a solution for a “Stress Test for Everyone” as a starting point to conduct forward-looking scenarios. The stress test can be refined using rules of thumb for the key drivers of bank solvency namely credit losses (including forbearance), pre-impairment income and credit growth as well as risk-weighted assets. At the current juncture, regulators, supervisors and financial institutions can use the tool to simulate the medium to long-term impact of the crisis on financial institutions’ balance sheets, business models and market practices. You can download the self-explaining excel sheet from following page: www.raskopf.net/ST4EO Further the original paper of Hardy and Schmieder: https://www.imf.org/en/Publications/W... I hope that this useful Roland