Stress Testing Banks
Über den Vortrag
Der Vortrag „Stress Testing Banks“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Operational Risk“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Features and Scope of Stress tests
- Problem of Coherence in modelling Risk factors
- Challenges in Mapping from Broader Macroeconomic Factors to Specific Intermediate Risk Factors in Modelling Losses
- Challenges in Modelling a Bank´s Balance Sheet over a Stress Test Horizon Period
- SCAP Stress Test, CCAR, and the 2011 EBA Irish and EBA European Stress Tests
Dozent des Vortrages Stress Testing Banks
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com
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Auszüge aus dem Begleitmaterial
... after the Supervisory Capital Assessment Program (SCAP) Pre -SCAP Post-SCAP Mostly single shock Broad macro scenario and ...
... appreciate. Problem of coherence is especially acute when considering stress scenarios for market risk, i.e. for portfolios of traded securities and derivatives. These portfolios are typically marked to market. Practically this means that the hundreds of thousands (or more) positions ...
... Intermediate Risk Factors in Modelling Losses For a firm which is active in many markets, the first task is ...
... Considering the nature and amount of new assets originated and/or sold during the quarter. Any other capital depleting or conserving actions such as acquisitions or ...
... Tests 5 Base and Stress Scenario Bank Level Result Asset/Product Level Loss Rates Exposure Details Bank vs. Supervisory or third party estimates SCAP March 2009 Stress ...
