Stress Testing for Risk Control Under Basel II

Suitable for professionals in financial services with responsibility for IT and risk measurement, management, and modeling, this title explains the testing methodology necessary for risk control to meet Basel II requirements. It focuses on stress testing covering stress analysis and the use of scena [...]
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Suitable for professionals in financial services with responsibility for IT and risk measurement, management, and modeling, this title explains the testing methodology necessary for risk control to meet Basel II requirements. It focuses on stress testing covering stress analysis and the use of scenarios, models, drills, and benchmarking.