Bibliograph

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

Type

Label

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

Language

eng

Bibliography note

Includes bibliographical references and index

Index

index present

Literary Form

non fiction

Main title

Stress testing

Nature of contents

bibliography

Oclc number

857597280

Responsibility statement

edited by Akhtar Siddique and Iftekhar Hasan

Sub title

approaches, methods and applications

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.--, Provided by Publisher

Table Of 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

Classification