In recent years, the development of central banks’ function of ensuring financial stability has been accompanied by the improvement of analytical tools for risk assessment, with stress testing playing a key role. After the global financial crisis of 2008-2009, national regulators started employing macroprudential stress testing in assessing the sustainability of the financial sector to identify systemic risks by considering the structure of relationships between financial institutions, the transmission of risks within this structure, and their cyclical development over time.