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Stress testing for risk control under Basel II /

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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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Bibliographic Details
Main Author: Chorafas, Dimitris N.
Format: eBook
Language:English
Published: Oxford : Butterworth-Heinemann, 2007.
Series:Elsevier finance.
Subjects:
Financial risk management.
Finances > Gestion du risque.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Electronic books.
Online Access:Connect to the full text of this electronic book

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