STRESS TEST FOR RISK ASSESSMENT UNDER BASEL FRAMEWORK APPLIED IN BANKING INDUSTRY

Risk Governance & Control: Financial Markets & Institutions

关键词: Stress Tests;    Risk Assessment;    Basel Framework;    Banking Industry;   

DOI  :  10.22495/rgcv4i3art3

学科分类：社会科学、人文和艺术（综合）

来源: Virtus Interpress

【 摘 要 】

Currrent paper provides the analisis of the Basel accords and regulatory measures, especially paying attention to stress test approaches. Authors show regulatory milestones for Indian banks and their risk management framework. Risk Analytical Methodology in banks and macro economic stress testing are also dscribed. Future focus of further research needs to assess Indian banks’ risk model among the existing stress test framework and analytical preparedness.

【 授权许可】

CC BY-NC