Quantitative evaluation tools and scenario modeling

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This article is disclosed the methodology of companies’ stress–testing based on a credit consumer business model developed by author which link together various components of business management. Scenario analysis of different business strategies was performed and susceptibility of each strategy to market conditions was evaluated. A list of typical stress-scenarios was developed and it can be used for weighted management decision on further business development.

Financial institution, the model portfolio, scenario analysis, parameters of stress-testing, stress-testing, multivariable stress-testing

Короткий адрес: https://sciup.org/170172011

IDR: 170172011

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