Reverse Stress Testing in Banking

Name: Reverse Stress Testing in Banking
Brand: De Gruyter
SKU: 9783110644821
Price: 24390 HUF
Availability: InStock

Szerző: Michael Eichhorn, Tiziano Bellini

Nyelv:

Kötés: Kemény kötésű

Kiadó: De Gruyter

Elérhetőség: Beszállítói készleten

Küldés 9-15 napon belül

24 390 Ft

Reverse stress testing was introduced in risk management as a regulatory tool for financial institut...

Információk a könyvről

Szerző

Michael Eichhorn, Tiziano Bellini

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2021

oldal

583

EAN

9783110644821

ISBN

3110644827

Enbook ID

22311385

Kiadó

De Gruyter

Súly

1138

Méretek

246 x 182 x 38

Teljes leírás

Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need for practical guidance describing the entire reverse stress testing process. Reverse Stress Testing in Banking features contributions from a diverse range of established practitioners and academics. Organized in six parts, the book presents a series of contributions providing an in-depth understanding of: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels - from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks' structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.

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Reverse Stress Testing in Banking

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