Short answer: nothing. You build confidence by doing. By success. All you can do is prepare yourself as well as you can for whatever it is you are going to be doing. And then do it successfully. It truly is the only way IMHO. Tests never caused me anxiety so I can't speak to that issue. The first time I ever got on stage (before a lot of people) I was a bit nervous. I was behind a large drum kit so that may have helped but it was still me who would have felt like the world's biggest loser if I had frozen up or gotten so nervous that it affected my playing. So yeah... you just have to study/practice/rehearse until your knowledge/skills are there and then... do it.
Maybe someone will come along and reveal some magic, zen way of doing it but I don't think so. Hope that helps if you have something coming up.