Stress Testing | CCAR | DFAST | Scenario analysis | 9 Quarter Backtesting | peaks2tails

  Рет қаралды 5,238

Peaks2Tails Company

Peaks2Tails Company

2 жыл бұрын

Credit risk stress testing is both top down and bottom up. This video discusses credit risk stress testing models under CCAR & DFAST framework.

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