stress test hkma
Hong Kong Monetary Authority - Benchmarking of Stress-testing Practices in relation to Treasury Activities., Recognising that the role of stress testing has rapidly evolved and grown in importance for banks and regulatory authorities since the issuance ...
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![]() stress test hkma 相關參考資料
Stress-testing - Hong Kong Monetary Authority
2.4 Stress-testing approaches, methodologies and techniques. 2.5 Design and setting of stress scenarios. 2.6 Use of stress-testing results and ... https://www.hkma.gov.hk Benchmarking of Stress-testing Practices in relation to ...
Hong Kong Monetary Authority - Benchmarking of Stress-testing Practices in relation to Treasury Activities. https://www.hkma.gov.hk BCBS Guidelines on Stress Testing - Hong Kong Monetary ...
Recognising that the role of stress testing has rapidly evolved and grown in importance for banks and regulatory authorities since the issuance ... https://www.hkma.gov.hk Principles for sound stress ... - Hong Kong Monetary Authority
Our Ref: B1/15C S4/14C 2 June 2009 The Chief Executive All Authorized Institutions Dear Sir / Madam, Principles for sound stress testing ... https://www.hkma.gov.hk A framework for macro stress testing the credit risk of banks in ...
HONG KONG MONETARY AUTHORITY QUARTERLY BULLETIN. DECEMBER 2006 ... This study develops a framework for stress testing the credit exposures of Hong Kong's .... an improperly specified scenario woul... https://www.hkma.gov.hk Supervisory Policy Manual - Hong Kong Monetary Authority
CCR control function. 9.5. Independence of the validation function. 9.6. Collateral management function. 10. Stress-testing. 10.1. General. 10.2. https://www.hkma.gov.hk |