"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
"This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testi…
Following the global financial crisis, the Comprehensive Capital Analysis Review - CCAR - has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe e…
This book explores the modelling techniques key to Comprehensive capital analysis and review (CCAR) and the business implications of the programme. Contributions from those directly involved in the implementation and regulation of these assessments provide a unique source of inf…
Stress Testing for Financial Institutions will provide you with guidance in regard to the stress testing process and includes several chapters on scenario analysis written by practitioners at Citigroup, Swedbank, GE Capital and the Bank of Finland. This is the only book currentl…
For regulators and practitioners, this book examines the regulatory and economic needs of banks and insurance companies, focusing on practical advice and solutions to everyday problems. In line with the new Basel proposals, banks have to stress-test their assessment of capital a…
Stress-testing for Financial Institutions is a comprehensive guide to this "unsolved issue" in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn't come at a better time. It includes…
Stress-testing for Financial Institutions is a comprehensive guide to this "unsolved issue" in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn't come at a better time. It includes…