Schuermann, Stress Testing Banks Study Notes contains 7 pages covering the following learning objectives:
* Describe the historical evolution of the stress testing process and compare methodologies of historical EBA, CCAR and SCAP stress tests.
* Explain challenges in designing stress test scenarios, including the problem of coherence in modeling risk factors.
* Explain challenges in modeling a bank’s revenues, losses, and its balance sheet over a stress test horizon period.
After reviewing the notes, you will be able to apply what you learned with practice questions.Shop Courses