xanthelasma
发表于 2025-3-27 00:16:11
Region and Sector Effects in Stress Testing of Commercial Loan Portfoliofolio, but also an essential component in the capital plan submitted for regulatory approval in the annual CCAR and DFAST stress testing. Under the regulatory guidelines, banks must demonstrate in their stress testing methodology that the risk characteristics of a loan portfolio are properly capture
Microgram
发表于 2025-3-27 04:02:15
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绝食
发表于 2025-3-27 05:57:27
Quantitative Risk Management Tools for Practitionersanage their overall market risk. Our focus here is not how front desks hedge their positions, but rather methods aimed at protecting the firm from major losses from market moves or credit events over a given time horizon.
无能力之人
发表于 2025-3-27 11:09:10
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jet-lag
发表于 2025-3-27 17:10:51
ter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms, regulatory agencies, and universities. This collection will be a trusted resource for anyone working in or studying the commercial banking industry.978-1-349-93402-7978-1-137-59442-6
影响深远
发表于 2025-3-27 21:18:37
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Laconic
发表于 2025-3-28 00:33:05
Operational Risk Managementl risk in capital stress testing has led many more banks to model operational risk. For this reason, we provide examples of stress testing models in this chapter. We also discuss benefits and challenges of the latest approaches to operational risk management and measurement.
金哥占卜者
发表于 2025-3-28 03:01:28
Fair Lending Monitoring Modelsion, and fines from different regulatory agencies. We present some of the quantitative challenges in detecting and measuring this kind of risk and give a different modeling approach that addresses some of these challenges.
MAG
发表于 2025-3-28 08:52:11
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Alopecia-Areata
发表于 2025-3-28 13:10:20
Hideaki Terashima,Barry S. Hewlettuently, the financial industry has been reshaped and is still adapting to better address the liquidity risk concerns in both normal and stressed scenarios. This chapter aims to provide an overall picture of these ever changing landscapes and associated challenges.