Since the global financial crisis of 2007–2008, stress tests have become a central pillar of banking supervision and macroprudential oversight. Initially introduced as a crisis response tool, stress tests have evolved into a systematic approach for evaluating the resilience of financial institutions under adverse macroeconomic scenarios. In both the European Union and the United States, regulatory authorities have established periodic stress testing exercises to assess capital adequacy and reinforce market discipline through the public disclosure of results. These exercises play a vital role in strengthening financial stability and enhancing the transparency of the banking sector.

The literature on stress testing has expanded in parallel with its rising regulatory significance. Existing studies explore a variety of issues, ranging from assessments of market reactions to stress test disclosures and their informational and certification role (Ponte Marques et al., 2022; Goldstein and Sapra, 2014; Şahin et al., 2020; Flannery et al., 2017), to analyses of the effect of supervisory scrutiny on banks’ risk-taking behavior promoting overall financial stability (Kok et al., 2023; Cortés et al., 2020; Konietschke et al., 2022). Recent studies have also drawn attention to climate stress testing as a tool for evaluating and managing macroprudential risks associated with climate change (Acharya et al., 2023).

Despite the growing literature in the area of stress testing, a comprehensive bibliometric synthesis of this research field remains unexplored. Bibliometric analysis allows us to systematically evaluate the evolution of academic contributions, identify influential authors and institutions, assess thematic clusters, and so on. Such an analysis not only highlights prevailing trends but also uncovers gaps that can guide future research agendas on prudential policy for stress testing.

This study undertakes a bibliometric analysis of key academic contributions to the field of stress tests in banking. Drawing on a selected group of influential papers that examine areas of stress test exercises, market reactions to supervisory disclosures, and the development of empirical methods used in stress testing, we aim to explore how this supervisory toolkit field has evolved over time. From this perspective, we contribute to a deeper understanding of how academic research has both shaped and been shaped by the role of stress testing as tool of banking supervision.