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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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Основен автор: Chorafas, Dimitris N.
Формат: Електронна книга
Език: English
Публикувано: Oxford : Butterworth-Heinemann, 2007.
Серия: Elsevier finance.
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Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=187357
Подобни документи: Print version:: Stress testing for risk control under Basel II.