Stress testing is a way to see how well credit risk models hold up in tough situations. There are different types of stress testing, like sensitivity-based, historical scenario-based, and hypothetical scenario-based. When stress testing, banks need to consider how much capital to set aside for potential losses. If a stress test shows a worse outcome than the risk model, more capital might be needed. Uncertainties like different scenarios and parameter changes are also taken into account during stress testing.