| View Larger Image | Stress Testing for Financial Institutions | Paperbackby Harald (ed) Scheule (Author), Daniel (ed) Roesch (Author)
| List Price: | $190.00 | | | Available: | Usually ships in 1 to 2 months |
| | Binding: | Paperback | | Publisher: | Risk Publications | | Page Count: | 400 Pages | | Publication Date: | December 31, 2008 | | Sales Rank: | 554,306th |
|
EDITORIAL REVIEWS |
Product Description
For regulators and practitioners, this book examines the regulatory and economic needs of banks and insurance companies, focusing on practical advice and solutions to everyday problems. In line with the new Basel proposals, banks have to stress-test their assessment of capital adequacy. In recent years, they have developed internal models, which are currently under review by the respective regulators for approval. This book provides guidance for regulators and practitioners with regard to the stress-testing process. Stress-testing for Financial Institutionsis a comprehensive guide to this unsolved issue in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn t come at a better time. It includes chapters from academics, practitioners and regulators to cover the full spectrum of debate and perspectives on stress-testing. It includes innovative research from leading names in model analysis, and will help you to gain an insight into the regulations, constraints, and solutions to stress-testing in financial institutions. Recommended for financial risk quants, financial risk managers, financial risk researchers and financial institution regulators. |
SIMILAR PRODUCTS |
| This Time is Different: Eight Centuries of Financial Folly
by Carmen M. Reinhart (Author), Kenneth Rogoff (Author)
Throughout history, rich and poor countries alike have been lending, borrowing, crashing--and recovering--their way through an extraordinary range of financial crises. Each time, the experts have chimed, "this time is different"--claiming that the old rules of valuation no longer apply and that the new situation bears little similarity to past disasters. This book proves that premise wrong. Covering sixty-six countries across five continents, This Time Is Different presents a comprehensive...
| 
| Handbook of Asset and Liability Management: From Models to Optimal Return Strategies (The Wiley Finance Series)
by Alexandre Adam (Author)
In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability...
| 
| The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
by Bernd Engelmann (Editor), Robert Rauhmeier (Editor)
The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents...
| 
| Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism
by George A. Akerlof (Author), Robert J. Shiller (Author)
The global financial crisis has made it painfully clear that powerful psychological forces are imperiling the wealth of nations today. From blind faith in ever-rising housing prices to plummeting confidence in capital markets, "animal spirits" are driving financial events worldwide. In this book, acclaimed economists George Akerlof and Robert Shiller challenge the economic wisdom that got us into this mess, and put forward a bold new vision that will transform economics and restore...
| 
| Financial Markets and Institutions (6th Edition)
by Frederic S. Mishkin (Author), Stanley Eakins (Author)
In Financial Markets and Institutions, best-selling authors Mishkin and Eakins provide a practical introduction to prepare readers for today’s changing landscape of financial markets and institutions. A unifying framework uses a few core principles to organize readers' thinking then examines the models as real-world scenarios from a practitioner’s perspective. By analyzing these applications, readers develop the critical-thinking and problem-solving skills...
|
|
|
