2014Risk Governance and Control Financial Markets & InstitutionsOpen access

Stress test for risk assessment under Basel framework applied in banking industry

Maheswaran Mahalingam, D. N. Rao

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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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What this paper is about

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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Available 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.

Key concepts: Stress test, Stress testing (software), Basel III, Basel II, Macro, Risk management, Operational risk, Preparedness

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