Home  Journals  Finance and Credit  17(401) - 2010 May

Methodological approaches to the organization of stress-testing procedures in commercial banks based on international experience, including the principles of the Basel agreement

Available online: 7 May 2010

Subject Heading: Risk management

JEL Classification: 

In this regard, the task of our publications will be a review of the current situation in the banking industry, analysis of credit organizations performing stress-testing procedures, and regulation of the possible approaches to the evaluation of the credit institution, taking into account the principles set out in the Basel Accord (Basel 2).

Keywords: Stress-testing, credit, operational, fund, risk, Basel 2, Methods of stress testing, methodological approaches, stress tests, risk factors

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ISSN 2311-8709 (Online)
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