A guide to reverse stress testing A typical stress test creates a scenario and evaluates how a bank would fare…
ICAAP and ILAAP European guidelines. What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an…
The put premium gives the conditional expectation of loss beyond the worst case loss, if the worst case loss occurred.…
The Holding Period Return represents the return earned by an instrument (e.g. an equity stock) over the time that it…
The SAARC Finance policy response workshop on Basel II Enhancements SBP, NIBAF and SAARC Finance organized a two day workshop…
Besides the two supervisory standards proposed in the Basel III liquidity reforms, the liquidity framework also presents 5 metrics that…
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