ISET

Developing Econometric model for Stress Testing and interpreting the results.

TBC Bank contracted ISET-PI to work on Economic Capital Stress Testing Methodology, which includes but not limited to:

• Developing Stress Testing Econometric Model

• Proceed Econometric Regressions and Relevant tests

• Interpretation of the regression results and recommendations for father model improvements

• The presentation of the obtained results.

 

Main Researchers

Olga Azhgibetseva

Sophiko Skhirtladze

 

Project Milestones

Status: Completed

Start date: August, 2016
End date: October, 2016

Private Sector Projects

loading...

Our Partners