Stressing over stress testing: Introduction to the components

Stressing over stress testing: Introduction to the components

– White paper by Exequor Group
This paper discusses the major components of a macroeconomic-based stress testing process and describes some of the challenges with which banks are contending in their efforts to comply with regulatory requirements. The paper covers the foundational components of economic scenarios and cash flow models and then introduces new business, capital consumption, other (non-credit) risks, income and expense models and finishes with a discussion of capital ratios, capital planning, quantitative information and qualitative considerations.

Download the white paper here

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