Wong, Michael Chak-sham; Lam, Yat-fai - In: Journal of Financial Regulation and Compliance 16 (2008) July, pp. 251-260
Purpose – The purpose of this paper is to discuss issues relating to stress testing methods for credit risks in banks. Also, it suggests a solution to bank supervisors on evaluating stress test results. Design/methodology/approach – Discussion is based on cases analysis on a stress period of...
