Stress test for risk assessment under Basel framework applied in banking industry
Maheswaran Mahalingam, D. N. Rao
Abstract
Maheswaran Mahalingam, D. N. Rao
Abstract
Currrent paper provides the analisis of the Basel accords and regulatory measures, especially paying attention to stress test approaches. Authors show regulatory milestones for Indian banks and their risk management framework. Risk Analytical Methodology in banks and macro economic stress testing are also dscribed. Future focus of further research needs to assess Indian banks’ risk model among the existing stress test framework and analytical preparedness.
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Currrent paper provides the analisis of the Basel accords and regulatory measures, especially paying attention to stress test approaches. Authors show regulatory milestones for Indian banks and their risk management framework. Risk Analytical Methodology in banks and macro economic stress testing are also dscribed. Future focus of further research needs to assess Indian banks’ risk model among the existing stress test framework and analytical preparedness.
Key concepts: Stress test, Stress testing (software), Basel III, Basel II, Macro, Risk management, Operational risk, Preparedness