Xiaoling (Sean) Yu Ph.D.
5 SlideShares 2 Abonné
Mots-clés
cecl economic capital risk management ccar performance assessment model performance modeling model model risk quantification model risk aggregation model risk alll capital adequacy capital planning stress testing
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Présentations

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A Tale of Two Risk Measures: Economic Capital vs. Stress Testing and a Call for Integration

il y a 7 ans • 1744 Vues

The Impacts of CECL on Modeling and Risk Management

il y a 6 ans • 426 Vues

Model Risk Aggregation

il y a 6 ans • 982 Vues

CECL Modeling

il y a 5 ans • 227 Vues

CECL Performance Assessment

il y a 5 ans • 221 Vues

J’aime

(1)

Retail banking

Floyd Saunders • il y a 11 ans
Mots-clés
cecl economic capital risk management ccar performance assessment model performance modeling model model risk quantification model risk aggregation model risk alll capital adequacy capital planning stress testing
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