Projects
Economic Capital Stress Testing Methodology
Status:
Complated
Project Milestones:
Start date: 01.08.2016
End Date: 28.10.2016
Developing an 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 is not limited to:
• Developing Stress Testing Econometric Model
• Proceed with Econometric Regressions and Relevant tests
• Interpretation of the regression results and recommendations for father model improvements
• The presentation of the obtained results.