Capital planning and stress testing under CCAR

Lourenco Miranda

"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

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Year of publication:	[2016]
Authors:	Miranda, Lourenco
Publisher:	London : Risk Books
Subject:	Bank \| Bankrisiko \| Bank risk \| Stresstest \| Stress test \| Eigenkapital \| Equity capital \| Bankenregulierung \| Bank regulation
Description of contents:	Table of Contents [gbv.de]

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Extent:	xiv, 288 pages illustrations 24 cm
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-1-78272-258-8 ; 1-78272-258-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011783128