11 Stress Testing Asian Banker Summit 2011 Charles Richard – Cofounder QRM Chicago | London |...
If you can't read please download the document
-
Upload
arthur-bradford -
Category
Documents
-
view
217 -
download
0
description
33 Stress Tests Scenarios Losses and Prepayments Total Exposure and RWA-Baseline Scenario Net Income and Tier 1 Capital New Volume by Credit Score Losses in SCAP Scenarios Capital Ratio Under SCAP Scenarios The US Government Stress Test QRM Proprietary and Confidential © 2011
