The article investigates how banks adjust their balance sheets in response to funding shocks and proposes a method for projecting banks' ratios in stress test scenarios. The study finds that higher solvency ratios lead to improved liquidity coefficients, resulting in a more stable funding structure. However, there is no clear impact of liquidity coefficients on solvency ratios. Additionally, international market risk aversion and interbank market tensions significantly affect banks during crisis periods, showing strong interactions between market conditions and bank funding.