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.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
How do I pick up this item and when will it be ready?
TextRequest in advance HD61 .S787 2013gOff-site

Holdings

Details

Additional Authors
  • Siddique, Akhtar
  • Hasan, Iftekhar
Description
xxxiii, 229 pages; 24 cm
Subject
  • Risk management
  • Financial risk management
  • Financial institutions > Evaluation
  • Risk assessment
  • Bank failures > Prevention
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