Sensitivity analysis Flashcards
1
Q
What is Sensitivity analysis of RBI popularly called ?
A
Stress Test
2
Q
What are the types of risks involved in the Stress test ?
A
Interest rate risk
Credit risk drivers
Liquidity risk
RBI important questions > Sensitivity analysis > Flashcards
What is Sensitivity analysis of RBI popularly called ?
Stress Test
What are the types of risks involved in the Stress test ?
Interest rate risk
Credit risk drivers
Liquidity risk
RBI important questions (51 decks)