Stress Testing for Commercial, Investment and Custody Banks

In this chapter we describe stress testing at banks covering the major products and businesses in which banks engage. This includes commercial and retail lending, capital markets (investment banking, sales and trading), and trust and custody. We cover loss and net income modeling and thus balance sheet and P&L (income statement) evolution, including noninterest expense items in the form of operational losses

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Year of publication:	2020
Authors:	Cope, Daniel Patrick
Other Persons:	Hsu, Carey (contributor) ; Lively, Clinton (contributor) ; Morgan, James (contributor) ; Schuermann, Til (contributor) ; Sekeris, Evangelos (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Bank \| Wertpapierdepot \| Custody services \| Bankenliquidität \| Bank liquidity \| Investition \| Investment \| Portfolio-Management \| Portfolio selection

Extent:	1 Online-Ressource (46 p)
Series:	Handbook of Financial Stress Testing, Forthcoming
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2020 erstellt
Other identifiers:	10.2139/ssrn.3530185 [DOI]
Classification:	G01 - Financial Crises ; G17 - Financial Forecasting ; G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G38 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012842534