CCAR and Beyond: Capital Assessment, Stress Testing and Applications
- ISBN-10
- 1782720820
- ISBN-13
- 9781782720829
- Category
- Bank capital
- Pages
- 404
- Language
- English
- Published
- 2013
- Author
- Zhang Jin
Description
This book explores the modelling techniques key to Comprehensive capital analysis and review (CCAR) and the business implications of the programme. Contributions from those directly involved in the implementation and regulation of these assessments provide a unique source of information and insight into the assessment practices. The author brings together industry experts in stress testing and capital assessment to examine the central issues surrounding CCAR including: 1) The design and severity of the macroeconomic scenarios; 2) Commercial and industrial (C&I) and Corporate, commercial real estate (CRE) portfolio stress testing; 3) Market, counterparty and operational risks; 4) Pre-provision net revenue modelling; 5) Governance; 6) Capital management." - - Extracted from BusinessWire.
Get the book
Similar books
-
The New Basel Capital Accord and the Future of the European Financial System
By Rym Ayadi, Andrea Resti... Accounting Volkswagen Bank Gmbh Chris Bates Partner Clifford Chance Mauro Grande Director , Financial Stability & Supervision European Central Bank Hans Blommestein OECD Ulf Grunnesjö Head of Group Financial Planning SEB Olivier ...
-
La gestion par les banques de leurs actifs et de leurs passifs
By Organisation de coopération et de développement économiques, R. HarringtonLa gestion par les banques de leurs actifs et de leurs passifs
-
International Convergence of Capital Measurement and Capital Standards: A Revised Framework
International Convergence of Capital Measurement and Capital Standards: A Revised Framework
-
Recognising the Cost of Credit Protection Purchased
Recognising the Cost of Credit Protection Purchased
-
International Convergence of Capital Measurement and Capital Standards: A Revised Framework : Comprehensive Version
By Banco de Pagos Internacionales, Bank for International Settlements, Bank for International Settlements. BIS. Basel Committee on Banking SupervisionInternational Convergence of Capital Measurement and Capital Standards: A Revised Framework : Comprehensive Version