methodology to disentangle the major factors in RWA differences and, using data from Italian banks (given the inadequate degree of … simple data template that international banks could use to apply the framework suggested. …

This paper reviews the quantitative methods used at selected central banks to stress testing credit risk, focusing in … perspective, central banks and supervisors are particularly interested in quantifying the macro-to-micro linkages and have … process of the banks' stress test models as required by the Basel II Framework. It also contributes to the on …