Development of a Framework for Macro Stress Testing of UK Banks during the Global Financial Crisis
Coursework Header Sheet198734-147 | |
Course | FINA1037: Dissertation (PG:ACC) | Course School/Level | BU/PG | Coursework | Dissertation | Assessment Weight | 100.00% | Tutor | J Mundy | Submission Deadline | 28/09/2012 |
Coursework is receipted on the understanding that it is the student 's own work and that it has not, in whole or part, been presented elsewhere for assessment. Where material has been used from other sources it has been properly acknowledged in accordance with the University 's Regulations regarding Cheating and Plagiarism. |
000652258 Kareemah Pathel Tutor 's comments
|
Grade Awarded___________ | For Office Use Only__________ | Final Grade_________ | Moderation required: yes/no | Tutor______________________ | Date _______________ |
APPENDIX A
This page to be placed at the front of your dissertation immediately after the header sheet.
Name: Kareemah Pathel
ID:000652258
Title: DEVELOPMENT OF A FRAMEWORK FOR MACRO STRESS TESTING OF UK BANKS UNDER CONDITIONS OF GLOBAL FINANCIAL CRISIS
Supervisor: Norman Williams
Checklist for submission
Please indicate in the table below that the information has been included. Note that this does not constitute a formal record of submission. Its purpose is to help you check that your submission is complete. Any missing information will delay the marking of your dissertation, and may lead to a delay in graduation.
| Required format | Tick to indicate that these have been submitted | Full web browser addresses or other evidence for all source material cited in your Moodle submission Failure to include this will attract a penalty of up to 10 marks | See Appendix C (i) | | In addition to the Moodle submission, you are required to submit ONE bound hard copy (this should be heat sealed, not ring-bound), which should be marked on the title page as MAIN COPY and should include the following: - Completed and signed Record of Contacts with Supervisor Failure to include
Course | FINA1037: Dissertation (PG:ACC) | Course School/Level | BU/PG | Coursework | Dissertation | Assessment Weight | 100.00% | Tutor | J Mundy | Submission Deadline | 28/09/2012 |
Coursework is receipted on the understanding that it is the student 's own work and that it has not, in whole or part, been presented elsewhere for assessment. Where material has been used from other sources it has been properly acknowledged in accordance with the University 's Regulations regarding Cheating and Plagiarism. |
000652258 Kareemah Pathel Tutor 's comments
|
Grade Awarded___________ | For Office Use Only__________ | Final Grade_________ | Moderation required: yes/no | Tutor______________________ | Date _______________ |
APPENDIX A
This page to be placed at the front of your dissertation immediately after the header sheet.
Name: Kareemah Pathel
ID:000652258
Title: DEVELOPMENT OF A FRAMEWORK FOR MACRO STRESS TESTING OF UK BANKS UNDER CONDITIONS OF GLOBAL FINANCIAL CRISIS
Supervisor: Norman Williams
Checklist for submission
Please indicate in the table below that the information has been included. Note that this does not constitute a formal record of submission. Its purpose is to help you check that your submission is complete. Any missing information will delay the marking of your dissertation, and may lead to a delay in graduation.
| Required format | Tick to indicate that these have been submitted | Full web browser addresses or other evidence for all source material cited in your Moodle submission Failure to include this will attract a penalty of up to 10 marks | See Appendix C (i) | | In addition to the Moodle submission, you are required to submit ONE bound hard copy (this should be heat sealed, not ring-bound), which should be marked on the title page as MAIN COPY and should include the following: - Completed and signed Record of Contacts with Supervisor Failure to include
References: 1. Basel Committee, 1999a. Principles for the Management of Credit Risk. Basel Committee on Banking Supervision, July. 2 3. Basel Committee, 2000. Best Practices for Credit Risk Disclosure. Basel Committee on Banking Supervision, September. 4. Boss, M. (2002). A Macroeconomic credit risk model for stress testing the Austrian creditportfolio. Financial Stability Report 4, Oesterreichische Nationalbank. 5. Casu, B., Girardone, C. and Molyneux, P., 2006. Introduction to Banking. Harlow: Pearson. 6. Crouhy. M, Galai. D & Mark. R, (2000), “Risk Management”, New York: Mc Graw Hill 7 8. Drehmann, M., Hoggarth, G., Logan, A. & Zecchino, L. (2004). Macro stress testing UK banks. Bank of England, Workshop on Financial Stability in Frankfurt, 6, 16-17. 9. Duffie, D. and Singleton, K. J., 2003. Credit Risk: Pricing, Measurement and Management. Oxford: Princeton University Press. 10. FSA, 2004. Management of Credit Risk within a Trading Environment. Financial Services Authority Report. 11. Gujarati D.N. & Sangeetha (2007) Basic Econometrics. New Delhi: Tata McGraw-Hill Publishing Company Limited. 12. Haldane, Andrew (2009), “Why Banks Failed The Stress Test?”, Bank of England. 13. Heffernan, S., 1996. Modern Banking in Theory and Practice. Chichester: John Wiley & Sons Ltd. 14. Hennie, V. G., 2003. Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk, 2nd edition. Washington DC: World Bank Publications. 15 16. Hoggarth, G., Sorenen, S., and Zicchino, L. (2005). Stress tests of UK banks using a VAR approach. Bank of England Working Paper, No. 282. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=872693 17 http://www.ktu.edu/lt/mokslas/zurnalai/inzeko/65/1392-2758-2009-5-65-015.pdf (accessed on 5th August 2012) 18.Mohan R 19. Sorge, M. (2004). Stress-testing financial systems: an overview of current methodologies. BIS Working Papers, No. 165. 20. Strischek, D., 2002. Credit Culture. RMA Journal, November. 21. Tornell, A., & Westermann, F. (2001). Boom –Bust Cyples in Middle Ingome Countries: Facts and Explanation. http://www.imf.org/External/Pubs/ft/staf fp/2001/00-00/pdf/atfw2.pdf (accessed on 4th August 2012) 22 (accessed on 22nd July 2012) 23 24. Wilson, T.C. (1997b) Portfolio Credit Risk (II). Risk, October. (Reprinted inCredit Risk Models and Management. 2004, 2nd edition, edited by David Shimko, Risk Books).