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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.

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