SAS Blogs

Marco HeidelbergerOctober 29, 2015 0

Was haben IFRS 9 und Stresstesting gemeinsam?

IFRS 9 und Stresstesting: Zwei aktuelle Themen, dem ersten Gedanken nach in verschiedenen Unternehmensbereichen angesiedelt und doch gibt es große Überschneidungen … IFRS 9 als Teil des Rechnungswesen und Risikomanagements Die Vorschriften von IFRS 9 zur Erfassung von Wertminderungen basieren auf dem Expected-Credit-Loss-Modell, d.h. einem Modell zukünftig erwarteter Forderungsausfälle. Diese

German

Data Management | Risk Management

Larry RoadcapNovember 10, 2014 0

Value from Business-Driven Stress Testing

Going Beyond Regulatory-Mandated Tests to Achieve True Risk Management I regularly hear banking customers talk about ‘sweating their assets’ - leveraging their substantial investments in expanded teams of risk analysts, re-engineered processes and new risk systems for Basel II and III compliance – to gain better insights into their business.

Risk Management

Larry RoadcapSeptember 23, 2014 0

Five Keys to Successful Stress Testing

Stress testing is not new to the risk world but has been a major focus since the GFC (Global Financial Crisis). For a number of years now, stress testing has helped analytical specialists quantify various aspects of potential loss. What is new is the introduction of regulatory stress tests which

Blogs

Tag: stress testing