stress test hkma
2.4 Stress-testing approaches, methodologies and techniques. 2.5 Design and setting of stress scenarios. 2.6 Use of stress-testing results and ..., Hong Kong Monetary Authority - Benchmarking of Stress-testing Practices in relation to Treasury Activities., Recognising that the role of stress testing has rapidly evolved and grown in importance for banks and regulatory authorities since the issuance ..., Our Ref: B1/15C S4/14C 2 June 2009 The Chief Executive All Authorized Institutions Dear Sir / Madam, Principles for sound stress testing ...,HONG KONG MONETARY AUTHORITY QUARTERLY BULLETIN. DECEMBER 2006 ... This study develops a framework for stress testing the credit exposures of Hong Kong's .... an improperly specified scenario would render the stress test. , CCR control function. 9.5. Independence of the validation function. 9.6. Collateral management function. 10. Stress-testing. 10.1. General. 10.2.
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 stress test hkma 相關參考資料
Stress-testing - Hong Kong Monetary Authority
2.4 Stress-testing approaches, methodologies and techniques. 2.5 Design and setting of stress scenarios. 2.6 Use of stress-testing results and ... https://www.hkma.gov.hk Benchmarking of Stress-testing Practices in relation to ...
Hong Kong Monetary Authority - Benchmarking of Stress-testing Practices in relation to Treasury Activities. https://www.hkma.gov.hk BCBS Guidelines on Stress Testing - Hong Kong Monetary ...
Recognising that the role of stress testing has rapidly evolved and grown in importance for banks and regulatory authorities since the issuance ... https://www.hkma.gov.hk Principles for sound stress ... - Hong Kong Monetary Authority
Our Ref: B1/15C S4/14C 2 June 2009 The Chief Executive All Authorized Institutions Dear Sir / Madam, Principles for sound stress testing ... https://www.hkma.gov.hk A framework for macro stress testing the credit risk of banks in ...
HONG KONG MONETARY AUTHORITY QUARTERLY BULLETIN. DECEMBER 2006 ... This study develops a framework for stress testing the credit exposures of Hong Kong's .... an improperly specified scenario woul... https://www.hkma.gov.hk Supervisory Policy Manual - Hong Kong Monetary Authority
CCR control function. 9.5. Independence of the validation function. 9.6. Collateral management function. 10. Stress-testing. 10.1. General. 10.2. https://www.hkma.gov.hk |