Zobrazeno 1 - 2
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pro vyhledávání: '"Fangying Wei"'
Autor:
Fangying Wei, Zhifeng Wang
Publikováno v:
The Journal of Risk Model Validation. 14
In October 2018, the Basel Committee on Banking Supervision (BCBS) published its stress-testing principles. One of these principles is about stress testing model validation, aided by business interpretation, benchmark comparison and backtesting. In t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f300de2d0d50cbc50b95a6444ed28bb
https://doi.org/10.21314/jrmv.2020.226
https://doi.org/10.21314/jrmv.2020.226
Publikováno v:
Annals of Financial Economics. 14:1950009
Basel Committee on Banking Supervision published Standards on Interest Rate Risk in Banking Book in April 2016. Apart from others, it proposed a standardized framework under which banks should identify core and noncore deposits within their stable no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::569ece6d17fbfd60beae20f22b643f12
https://doi.org/10.1142/s201049521950009x
https://doi.org/10.1142/s201049521950009x