The Basel II "Use Test" - A Retail Credit Approach

Developing and Implementing Effective Retail Credit Risk Strategies Using Basel II

af Stephen D. Morris

The essence of this text is the application of The Basel II Framework Use Test. I will illustrate the facets of Use Test adherence with risk management tools and strategies that complement a bank's pursuit of Advanced Internal Ratings Based Approach, Basel II Framework compliance. I will simultaneously pay close attention to the specific Basel II Framework, Use Test adherence measures. This book offers the practitioner a useful prescription for ensuring that their bank covers the necessary bases... (Læs mere)