Capital planning and stress testing under CCAR
By: Lourenco Miranda
Publisher: Risk Books
Published: 2016
Place of publication: London
Language: eng
Number of pages: 288
ISBN-13: 9781782722588
Subjects: Bank capital; Risk assessment; Financial risk management; Stress testing
Other titles: Capital planning and stress testing under Comprehensive Capital Analysis Review (CCAR)
Description: "The book demonstrates how to build a quantitative CCAR framework from scratch according to regulatory expectations and guidelines. It also encompasses capital planning and scenario analysis, thereby providing in one place a complete set of technical tools for conducting the CCAR assessment according to regulatory expectations."--Abstract.
Notes: Includes bibliographical references and index.