Stress-testing the Banking System

Name: Stress-testing the Banking System
Brand: Cambridge University Press
SKU: 9780521767309
Price: 997.05 RON
Availability: InStock

Methodologies and Applications

Autor: Mario Quagliariello

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Legare: Copertă tare

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

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Stress tests are used in risk management by banks in order to determine how certain crisis scenarios...

Informații despre carte

Autor

Mario Quagliariello

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2009

Pagini

354

EAN

9780521767309

ISBN

052176730X

Enbook ID

02042394

Editura

Cambridge University Press

Greutate

868

Dimensiuni

181 x 256 x 23

Descriere completă

Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This 2009 book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics.

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Stress-testing the Banking System

Methodologies and Applications

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Descriere completă

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