مجلة الباحث الإقتصادي
Volume 13, Numéro 1, Pages 45-60
2025-06-30

The Application Of Alm And Stress Testing On Algerian Banking Sector



Authors : Boussadia Sabrina . Aggoun Salim .

Abstract

This paper examine the liquidity status of single commercial bank named national bank of Algeria, using the impasse method, based on receivables and payables over a five years horizon, then calculated the transformation index and tested the bank's resistance to a short-term liquidity crisis by applying stress test scenarios. The results of analysis liquidity position shows that the bank's balance sheet is structurally liquid. The purpose of our study is to contribute to the improvement of crisis management tools in the line of ALM and stress testing models, based on a descriptive and analytical approach.

Keywords

liquidity ; crisis ; banks ; stress testing ; ALM

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