Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Supervisory stress test?

Definition 22.10 Rates, Credit, XVA and Risk · Capítulo 22 — Stress Testing and Scenarios

A supervisory stress test is a stress test whose scenarios are set by the supervisor and applied to many banks at once, to size capital buffers and compare the banks’ resilience.

Leer en el capítulo →