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Category Archives: ICAAP

reverse-stress-testing

A simplified guide for reverse stress testing

A guide to reverse stress testing A typical stress test creates a scenario and evaluates how a bank would fare under it. Compared to reverse stress testing, conventional stress tests are used to assure shareholders, regulators and customers that the capital on bank balance sheet

ILAAP-EBA-Principles

ICAAP and ILAAP guidelines for European Banks.

ICAAP and ILAAP European guidelines. What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an internal review requirement that evaluates capital adequacy, capital management and planning at banks with a specific focus on core risk factors. Expected to be reviewed

Calculating NII - Bank ALM

Asset Liability Management Training Guide. 3rd Edition.

Asset Liability Management Training Guide. 3rd Edition. The brand new, revised 3rd edition of the ALM Study Guide is out. With 190 pages, 189 figures and illustrations, the new edition weighs in at thrice the size of the 2nd edition and spends more time on