Stress Testing: Approaches, Methods and Applications
Book information
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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