Practice Question Set: Schuermann, Stress Testing Banks

The Schuermann practice question set consists of 7 pages reviewing the following concepts:

* Describe the historical evolution of the stress testing process and compare methodologies of historical EBA, CCAR and SCAP stress tests.
* Explain challenges in designing stress test scenarios, including the problem of coherence in modeling risk factors.
* Explain challenges in modeling a bank’s revenues, losses, and its balance sheet over a stress test horizon period.

We have also provided individual links for each question to their respective forum discussion.

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