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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chorafas, Dimitris N.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford : Butterworth-Heinemann, 2007.
Colección:Elsevier finance.
Temas:
Acceso en línea:Texto completo