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.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
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.