Stress testing banking system methodologies (4 Ergebnisse)

Zustand: Very Good. 1st Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. …

Zustand: New. In English.

Zustand: New. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying stress-testing methodologies. Editor(s): Quagliariello, Mario. Num Pages: 354 pages, 34 tables. BIC Classification: KCBM; KFFK. Category: (P) Professional & Vocational. Dimension: 256 x 181 x 23. Weight in Grams: 868. . 2009. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 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.…