11 stress testing asian banker summit 2011 charles richard – cofounder qrm chicago | london |...
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33 Stress Tests Scenarios Losses and Prepayments Total Exposure and RWA-Baseline Scenario Net Income and Tier 1 Capital New Volume by Credit Score Losses in SCAP Scenarios Capital Ratio Under SCAP Scenarios The US Government Stress Test QRM Proprietary and Confidential © 2011