Following the 2007–2008 global financial crisis, regulators introduced a series of supervisory tools for the closer monitoring of financial institutions. Among them, stress tests and capital exercises performed by the Federal Reserve System (Fed) and the European Banking Authority/European Central Bank (EBA/ECB) play a critical role in the surveillance of the U.S. and the European banking sector. However, due to their nature, these exercises are time consuming. Therefore, we propose the use of a multicriteria based decision support system (DSS) to model and predict the regulatory decisions and outcomes of the above-mentioned exercises. Thus, the proposed approach can be employed by regulators as an early-warning system (EWS) for the continuous, automated, and timely identification of weak banks in need of capitalization, as well as by bank managers and risk analysts as a tool for capital management and strategic planning.

在2007-2008年全球金融危机之后，监管机构引入了一系列监管工具，以对金融机构进行更严密的监控。其中，由联邦储备系统（Fed）和欧洲银行管理局/欧洲中央银行（EBA / ECB）进行的压力测试和资本练习在监视美国和欧洲银行业方面发挥着关键作用。但是，由于其性质，这些练习非常耗时。因此，我们建议使用基于多标准的决策支持系统（DSS）来建模和预测上述活动的监管决策和结果。因此，建议的方法可以被监管机构用作预警系统（EWS），以连续，自动和及时地识别需要资本化的薄弱银行，