Principles for sound stress testing practices and supervision

Principles for sound stress testing practices and supervision

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Principles for sound stress testing practices and supervision

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 06 January 2009 | Status: ClosedPDF full text (281kb) | 24 pagesTopics: Market risk , Credit risk , Liquidity riskThe depth and duration of the financial crisis has led many banks and supervisory authorities to question the adequacy of stress testing…

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