Stress testing: approaches, methods and applications

by Hasan, Iftekhar Siddique, Akhtar

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

Full title :Stress testing : approaches, methods and applications / edited by Akhtar Siddique and Iftekhar Hasan.

Edition Statements

Publication Date:©2013

Publication Statements

Publisher(s):Risk Books
Place of Publication:London
Language:eng
Publication Date:©2013

The Physical Object

Description:1 online resource (xxxiii, 229 pages .)

Edition Identifiers

ISBN:9781908823717, 1908823712
oclc:ocn875279339
LC Classification:HD61
Dewey Decimal:658.155

Introduction -- 1 Governance over Stress Testing -- 2 Stress Testing and Other Risk-Management Tools -- 3 Stress Testing for Market Risk -- 4 The Evolution of Stress Testing Counterparty Exposures -- 5 Operational Risk: An Overview of Stress-Testing Methodologies -- 6 Stress Testing of Bank Loan Portfolios as a Diagnostic Tool -- 7 Stress-Test Modelling for Loan Losses and Reserves -- 8 A Framework for Stress Testing Banks' Corporate Credit Portfolio -- 9 EU-Wide Stress Test: The Experience of the EBA -- 10 Stress Testing Across International Exposures and Activities -- 11 Liquidity Risk: the Case of the Brazilian Banking System -- 12 Determining the Severity of Macroeconomic Stress Scenario.

Subjects

Bank failures -- Prevention BUSINESS & ECONOMICS -- Industrial Mana… Business & Economics -- Management BUSINESS & ECONOMICS -- Management Scie… BUSINESS & ECONOMICS -- Organizational … Finances -- Gestion du risque Financial institutions -- Evaluation Financial risk management Gestion du risque Institutions financières -- Évaluation Risk management