A brief explanation of stress testing in banking under Basel rules with an Excel example

[@kcddon4real]

6 hours of studying local regulatory requirment on stress testing explained in 4 mins. Thank you for this short and easy to build on lesson.

[@StachanovSolutionsServices]

Thanks for your comment. Glad to hear that this video was helpful. Best, André Koch

[@chrisalmighty]

This is a spot on video with a simple model that is easy to understand and build in a pragmatic way. I'm following up. Got yourself a new subscriber.

[@StachanovSolutionsServices]

Glad it was helpful!

[@elnarememmedova5494]

Dear Stachanov Holding , Please share about these videos. 1) Learn how to calculate Credit Scores 2) “Heat” map for Excel application Risk Management 3) Application of Vintage Analysis in Credit Risks in Excel 4) Excel application of "Migration Matrices" in risk management

[@StachanovSolutionsServices]

Hello, You will find the following videos on credit scoring: 1) Old school expert scoring : kzbin.info/www/bejne/pZ-Vdauug5eNerc 2) Bayesian scoring : kzbin.info/www/bejne/kHW5foKppL2msJY 3) Logistic regression scoring : kzbin.info/www/bejne/f5mYXoyfftF9jJI 4) Altman Z scoring : kzbin.info/www/bejne/omPPn6Jud6eSiac For migration matrices : kzbin.info/www/bejne/qXLUma2Ld9GMj5Y All the best, André Koch

[@rwakijumaseth7057]

Thanks for this feedback Elnare, am interested in the vintage analysis too

[@drustopia5881]

Very useful, thank you for the demonstration. Could you explain how you calculate Saving% on the right side of the table?

[@StachanovSolutionsServices]

Thank you for your comment. The savings are just an initial assumption. In this example they are not part of the stress test to keep things simple. Savings remain at EURO 850 throughout all quarters. I hope you found the spreadsheet at www.stachanov.com/en/downloads Best, André Koch

[@imirosmanov2745]

Dear Stachanov Holding B.V., Please explain how to make stress testing of operational risk as per ECB EU and FRS USA requirements. Thanks in advance.

[@StachanovSolutionsServices]

Dear Imir, thanks for you request. I am a bit busy at the moment , so I cannot honor this quickly. Best, André Koch

[@StachanovSolutionsServices]

The spreadsheet can be found here www.stachanov.com/en/downloads. Best André Koch

[@christophermangwiro4806]

Very educative,how can I access this Excel template?

[@StachanovSolutionsServices]

Thanks! Here you go www.stachanov.com/en/downloads Best, André Koch

[@morytraore2083]

Hello I just followed your video on the stress test and I find it very interesting, is it possible to have a copy of the excel file please, I thank you in advance

[@StachanovSolutionsServices]

You're are very welcome. You'll find the sheets here in English and French: www.stachanov.com/en/downloads. Best, André Koch

[@prayers4allable]

@@StachanovSolutionsServices Thank you so much for sharing the Excel. I'm most grateful. Good job.

[@StachanovSolutionsServices]

@@prayers4allable You're very welcome.