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Stress Testing for Risk Control Under Basel II
Stress Testing for Risk Control Under Basel II
Author: Dimitris N. Chorafas
The Consultative paper issued by the Basel Committee on Banking Supervision (Basel II) cites the failure of bankers to adequately stress test exposures as a major reason for bad loans. Sample quotes from this crucial document: — * "Banks should take into consideration potential future changes in economic conditions when assessing individual credi...  more »
ISBN-13: 9780750683050
ISBN-10: 0750683058
Publication Date: 12/20/2006
Pages: 360
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Publisher: Butterworth-Heinemann
Book Type: Hardcover
Members Wishing: 0
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