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Multi-dimensional time series-based approach for banking regulatory stress testing purposes: Introduction to dualtime dynamics

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The following paper details an advanced stress-testing methodology called Dual time Dynamics (DtD) that has been developed to aid in the stress testing of retail banking portfolios and has the potential to be delivered as part of a bank's target operating model.

White Paper

Multi-dimensional time series-based approach for banking regulatory stress testing purposes: Introduction to dualtime dynamics

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