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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
