Book traversal links for I. Stress testing Framework
I. Stress testing Framework
No: 60697.BCS. 28747 | Date(g): 23/11/2011 | Date(h): 27/12/1432 | Status: In-Force |
Salient features of the stress testing framework adopted by the bank should be described in this section. This would include, inter alia, a description of the organizational structure for conducting stress tests, composition of the stress testing team and their responsibilities, nature and frequency of stress tests, coverage of the portfolio, etc.