October 2012

Credit Stress Testing Framework

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Building an Enterprise-wide Risk Appetite Framework

Under Basel III, financial institutions are subject to additional liquidity, capital, and equity costs that will affect their investing and lending activities and returns for shareholders and investors. This paper reviews these challenges and analyzes how an institution should address them when defining their risk appetite statement and strategic goals.

November 2012 Pdf Cayetano Gea-Carrasco, Mikael Nyberg, Richard Vasicek
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