Regulatory Stress Testing – A Comparative Study

This document dwells on the qualitative aspects of stress testing, including the need and requirements, origination and evolution over the years, and the different Stress Testing methods employed by major regulatory bodies: the European Banking Association (EBA), the Federal Reserve (Fed), and the Prudential Regulatory Authority (PRA). It covers the differences and similarities among these exercises in different geographies. It also highlights new stress-testing principles adopted by regulators and key differences between the current and previous Stress-Testing practices.

Regulatory Stress Testing – A Comparative Study

Your file will start downloading automatically

If it does not download within 1 minute,

Share this on