Reverse Stress Testing in Banking - A Comprehensive Guide (Hardcover)

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

Imprint:	De Gruyter
Country of origin:	Germany
Series:	The Moorad Choudhry Global Banking Series
Release date:	June 2021
First published:	2021
Editors:	Michael Eichhorn • Tiziano Bellini • Daniel Mayenberger
Dimensions:	240 x 170 x 38mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	583
ISBN-13:	978-3-11-064482-1
Categories:	Books > Business & Economics > Finance & accounting > Finance > Banking Books > Money & Finance > Banking Promotions
LSN:	3-11-064482-7
Barcode:	9783110644821

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!