Research Catalog
Stress testing : approaches, methods and applications
- Title
- Stress testing : approaches, methods and applications / edited by Akhtar Siddique and Iftekhar Hasan.
- Publication
- London : Risk Books, 2013.
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1 Item
Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Text | Request in advance | HD61 .S787 2013g | Off-site |
Holdings
Details
- Additional Authors
- Description
- xxxiii, 229 pages; 24 cm
- Subject
- Bibliography (note)
- Includes bibliographical references and index.
- 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.
- ISBN
- 1782720081
- 9781782720089
- OCLC
- ocn857597280
- 857597280
- SCSB-9402508
- Owning Institutions
- Columbia University Libraries