CCAR and Beyond

Capital Assessment, Stress Testing and Applications

Edited by Jing Zhang

Discipline:  Regulation, Operational Risk

No of pages: 404

First published:

ISBN: 9781782720829

Following the global financial crisis, the Comprehensive Capital Analysis Review – CCAR – has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe economic downturn. CCAR and Beyond is the first authoritative reference guide to CCAR, providing a complete introduction and analysis of the regulation from origins to implementation. With extensive experience advising CCAR banks on modelling issues, Jing Zhang brings together a cross-section of views from those directly involved in the regulation and implementation of these assessments and stress tests. CCAR and Beyond clarifies the various methodologies and techniques to approaching CCAR assessments, providing unique insight into this seminal regulation.

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