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The Resource Stress testing : approaches, methods and applications, edited by Akhtar Siddique and Iftekhar Hasan

Stress testing : approaches, methods and applications, edited by Akhtar Siddique and Iftekhar Hasan

Label
Stress testing : approaches, methods and applications
Title
Stress testing
Title remainder
approaches, methods and applications
Statement of responsibility
edited by Akhtar Siddique and Iftekhar Hasan
Creator
Contributor
Editor
Subject
Language
eng
Summary
Stress testing is a tool that will make You able to reveal vulnerabilities within Your Company and point the way to actions that will reduce them. It is a key element of response to the financial crisis. Helps to assess the scope of the problems, evaluate the resiliency of large financial firms and provide transparency and assurance to financial market participants and others. Stress Testing: Approaches, Methods and Applications explores and clarifies the methodology, impetus and functions of stress testing within the context of the latest practices and regulations faced by banks and other financial institutions.--
Assigning source
Provided by Publisher
Cataloging source
CTC
http://library.link/vocab/creatorName
Siddique, Akhtar R
Dewey number
658.155
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Hasan, Iftekhar
http://library.link/vocab/subjectName
  • Risk management
  • Financial risk management
  • Financial institutions
  • Risk assessment
  • Bank failures
Label
Stress testing : approaches, methods and applications, edited by Akhtar Siddique and Iftekhar Hasan
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb17646698
Dimensions
24 cm.
Extent
xxxiii, 229 pages
Isbn
9781782720089
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)857597280
Label
Stress testing : approaches, methods and applications, edited by Akhtar Siddique and Iftekhar Hasan
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb17646698
Dimensions
24 cm.
Extent
xxxiii, 229 pages
Isbn
9781782720089
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)857597280

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