horizon-period

  1. Nicole Seaman

    P2.T7.810. Stress testing banks (Schuermann)

    Learning objectives: Describe the historical evolution of the stress testing process and compare methodologies of historical EBA, CCAR and SCAP stress tests. Explain challenges in designing stress test scenarios, including the problem of coherence in modeling risk factors. Explain challenges in...
    • Nicole Seaman
    • Thread
    • comprehensive-capital-analysis-reserve european-banking-authority horizon-period stress-testing supervisory-capital-assessement-program
    • Replies: 0
    • Forum: FRM® Practice Questions
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