CCAR and beyond
Subtitle: capital assessment, stress testing and applications
By: edited by Jing Zhang
Publisher: Risk Books
Published: 2013
Place of publication: London
Language: eng
Number of pages: 404
ISBN-13: 9781782720829
Subjects: Bank capital; Risk management; Bank holding companies
Other titles: Comprehensive capital analysis and review
Description: This book explores the modelling techniques key to Comprehensive capital analysis and review (CCAR) and the business implications of the programme. Contributions from those directly involved in the implementation and regulation of these assessments provide a unique source of information and insight into the assessment practices. The author brings together industry experts in stress testing and capital assessment to examine the central issues surrounding CCAR including: 1) The design and severity of the macroeconomic scenarios; 2) Commercial and industrial (C&I) and Corporate, commercial real estate (CRE) portfolio stress testing; 3) Market, counterparty and operational risks; 4) Pre-provision net revenue modelling; 5) Governance;  6) Capital management." - - Extracted from BusinessWire.
Notes: Includes bibliographical references and index.