ENGLISH

Stress Testing: Approaches, Methods and Applications

Book information

Publisher
Risk Books
Year
2013
ISBN
1782720081, 9781782720089
Language
english
Format
PDF
Filesize
3 MB (3595782 bytes)
Pages
457\265
Scanned
yes
Time added
2014-06-10 12:49:41

Description

Stress testing is a tool that will make You able to reveal vulnerabilities within Your Company and point the way to actions that will reduce them. It is a key element of response to the financial crisis. Helps to assess the scope of the problems, evaluate the resiliency of large financial firms and provide transparency and assurance to financial market participants and others. Stress Testing: Approaches, Methods and Applications explores and clarifies the methodology, impetus and functions of stress testing within the context of the latest practices and regulations faced by banks and other financial institutions. Key chapters include: Liquidity Risk: The Case of the Brazilian Banking System The Evolution of Stress Testing Counterparty Exposures A Framework for Stress Testing Banks’ Corporate Credit Portfolio EU-wide Stress Test: The Experience of the EBA

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