The Agency for Regulation and Development of the Financial Market has published its annual analytical Report on the results of the supervisory stress testing (SST) of the banking sector.

In 2025, the SST covered 11 large banks included in the asset quality review (AQR) perimeter, whose combined assets and loan portfolios account for 86% and 87% of the banking sector's assets and loan portfolio, respectively.

The 2025 SST confirmed the resilience of the banking sector under the stress scenario.

The aggregate capital adequacy ratio k1 (CET1) of the participating banks under the stress scenario was at 16.1% in the first quarter of 2025 (15.0% in 2024), significantly exceeding the established minimum requirement of 5.5% excluding buffers.

The largest negative impact during the period of the most severe manifestation of the stress scenario came from credit risk (-1.3 p.p.) and market risk (-1.9 p.p.), while net interest and non-interest income (1.4 p.p.) partially offset their effect on capital.

Based on the SST results, a capital adequacy buffer was applied to each participating bank, aimed at enhancing the banks' ability to absorb losses under adverse conditions and considered when restricting the distribution of banks' net income for dividend payments. Depending on the banks' level of vulnerability, the buffer ranges from 0% to 3% of risk-weighted assets and contingent liabilities.

The detailed results of the annual 2025 SST are presented in the report by risk type and in comparison with last year's assessment.

For the first time, the report presents information on individual risk types broken down by each participating bank. The disclosure of this data is part of the phased enhancement of SST transparency and is aimed at strengthening the confidence of the market and the public in the regulatory policy and the banking system as a whole.

External Communications Department

press@finreg.kz

Source : https://www.gov.kz/memleket/entities/ardfm/press/news/details/1247687?lang=ru