STRESS TEST FOR RISK ASSESSMENT UNDER BASEL FRAMEWORK APPLIED IN BANKING INDUSTRY

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Abstract

Currrent paper provides the analisis of the Basel accords and regulatory measures, especially paying attention to stress test approaches. Authors show regulatory milestones for Indian banks and their risk management framework. Risk Analytical Methodology in banks and macro economic stress testing are also dscribed. Future focus of further research needs to assess Indian banks’ risk model among the existing stress test framework and analytical preparedness.

Keywords: Stress Tests, Risk Assessment, Basel Framework, Banking Industry

How to cite this paper: Mahalingam, M., & Rao, D.N. (2014). Stress test for risk assessment under Basel framework applied in banking industry. Risk governance & control: financial markets & institutions, 4(3), 25-29. https://doi.org/10.22495/rgcv4i3art3