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eISBN : 9781908823717

Sommaire :
Contributors : Mark Levonian, David Palmer, Dilip K. Patro, Sun Xian, David Lynch, Bakhodir Ergashev, Brian Clark, Paul Calem, Arden Hall, Michael Carhill, Jonathan Jones, Vincent Martin, Olivier deBandt, Nicolas Dumontaux, Denys Médée, Paolo Bisio, Mario Quagliariello, Demelze Jurcevic, Robert Scavotto, Robert Skinkle, Benjamin Miranda Tabak, Solange M. Guerra, Sergio R. S. Souza, Rodrigo C. C. Miranda, Kapo Yuen
Foreword

Introduction: evolution of stress testing in the financial industry

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 scenarios

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque