Stress Testing Tool in Banking Risk Management – an Evidence from Serbia
In the Paper, the basic types of bank stress tests will be showed as examples from the practice of a relatively small bank in Serbia with assets of less than a hundred millions euro’s. The tool is shown in two types of stress test (scenario of analysis and sensitivity test) with examples. Subject of...
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| Format: | Article |
| Language: | English |
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Institute of Economic Sciences
2016-12-01
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| Series: | Economic Analysis |
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| Online Access: | http://www.library.ien.bg.ac.rs/index.php/ea/article/view/332/328 |