Stress Testing in Action: Lessons from the Financial Crisis - Developing an internal, well-structured stress test using a bank's internal loss data and loan-level or segment-level portfolio characteristics can make a sizeable difference versus using industry-generic assumptions.
| Year of publication: |
2010
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| Authors: | Richie, Nivine F ; David Maut Jr, R ; Sackley, William H |
| Published in: |
Bank accounting & finance. - New York, NY : Aspen Publishers, ISSN 0894-3958, ZDB-ID 10474754. - Vol. 23.2010, 2, p. 16-25
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