Stress testing in financial institutions
In 2000 the Basle Committee on the Global Financial System defined stress testing as 'a generic term describing various techniques used by financial firms to gauge their potential vulnerability to exceptional but plausible events'. Exceptional events refer to one-off or recurring events wi...
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| Format: | Article |
| Language: | English |
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Association of Serbian Banks
2014-01-01
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| Series: | Bankarstvo |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541401088M.pdf |