Stress testing
Subtitle: approaches, methods and applications
By: edited by Akhtar Siddique and Iftekhar Hasan
Publisher: Risk Books
Published: 2013
Place of publication: London
Language: eng
Number of pages: 229
ISBN-13: 9781782720089
Subjects: Risk management; Financial risk management; Financial institutions; Evaluation; Risk assessment; Bank failures; Prevention
Notes: Includes bibliographical references and index.
Table of contents: title: Introduction; title: 1 Governance over Stress Testing; title: 2 Stress Testing and Other Risk-Management Tools; title: 3 Stress Testing for Market Risk; title: 4 The Evolution of Stress Testing Counterparty Exposures; title: 5 Operational Risk: An Overview of Stress-Testing Methodologies; title: 6 Stress Testing of Bank Loan Portfolios as a Diagnostic Tool; title: 7 Stress-Test Modelling for Loan Losses and Reserves; title: 8 A Framework for Stress Testing Banks' Corporate Credit Portfolio; title: 9 EU-Wide Stress Test: The Experience of the EBA; title: 10 Stress Testing Across International Exposures and Activities; title: 11 Liquidity Risk: the Case of the Brazilian Banking System; title: 12 Determining the Severity of Macroeconomic Stress Scenario.