Stress testing for risk control under Basel II
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...
| Main Author: | Chorafas, Dimitris N. |
|---|---|
| Other Authors: | ScienceDirect (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Oxford :
Butterworth-Heinemann,
2007.
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| Physical Description: |
1 online resource (xxiii, 330 pages) : illustrations. |
| Series: |
Elsevier finance.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |