Stress Testing Banks (FRM Part 2 2023 - Book 3 - Chapter 15)

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After completing this reading, you should be able to:
- 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.

[@anupam.kumar2023]

Superb Lecture sir !

[@analystprep]

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[@anupam.kumar2023]

@@analystprep Sure. I have rated it "5/5".

[@adefanegan7332]

Who’s pouring cereal in the background? Just kidding. This lecture provided a helpful conceptual understanding of stress test. Thanks!

[@Justin-qq7qz]

who is that pouring cereal in back 9:30 lol