Schuermann, Stress Testing Banks Practice Question set covers the following learning objectives:
Describe the 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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