stress testing, ALLL, Balance sheet - Quant版

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Quant版 - stress testing, ALLL, Balance sheet

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相关话题的讨论汇总
话题: alll话题: balance话题: sheet话题: stress话题: testing

进入Quant版参与讨论

(共1页)

j*****1
发帖数: 75

最近找工作, 看到一个商业银行工作做stress testing, estimate ALLL (allowance
for loan
and lease loss) , balance sheet forecasting.
又没人知道 stimate ALLL (allowance for loan and lease loss) , balance sheet
forecasting 分别用什么统计模型?
谢谢!

r*******y
发帖数: 290

ALLL uses regulatory formula, BS forecasting most likely uses simple excel
models or cashflow models

sheet

【在 j*****1 的大作中提到】

: 最近找工作, 看到一个商业银行工作做stress testing, estimate ALLL (allowance
: for loan
: and lease loss) , balance sheet forecasting.
: 又没人知道 stimate ALLL (allowance for loan and lease loss) , balance sheet
: forecasting 分别用什么统计模型?
: 谢谢!

(共1页)

进入Quant版参与讨论

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● 问问版上的大虾 (转载)	● [合集] 请问: 怎么选择恰当的Forecasting method呀
● UBS Equity research position-asia	● [合集] 有做 Forcasting Modle的么
● 问一个security analyst的问题，希望有insider提供点信息 (转载)	● 新手请教trade volatility
● 算不上offer的选择	● Forecasting interest rates volatilities, paper needed

相关话题的讨论汇总
话题: alll话题: balance话题: sheet话题: stress话题: testing

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