Detailansicht
Reverse Stress Testing in Banking
eBook - A Comprehensive Guide, ISSN
ISBN/EAN: 9783110644951
Umbreit-Nr.: 2423808
Sprache:
Englisch
Umfang: 583 S.
Format in cm:
Einband:
Keine Angabe
Erschienen am 10.05.2021
Auflage: 1/2021
E-Book
Format: EPUB
DRM: Adobe DRM
- Zusatztext
- <p>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.</p><p></p><p><em>Reverse Stress Testing in Banking</em> 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:</p><p></p><ul><p></p><li>Regulatory requirements and ways to address them</li><p></p><p></p><li>Quantitative and qualitative approaches to apply reverse stress testing at different levels from investment portfolios and individual banks to the entire banking system</li><p></p><p></p><li>The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks structural weaknesses</li><p></p><p></p><li>Opportunities to co-integrate reverse stress testing with recovery and resolution planning</li><p></p><p></p><li>Governance and processes for board members and C-suite executives</li><p></p></ul><p></p><p>Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.</p>
- Autorenportrait
- <p><strong>M. Eichhorn</strong>, Managing Director, Credit Suisse;<strong>T. Bellini</strong>, Director, Blackrock;<strong>D. Mayenberger</strong>, trading, banking and investment expert</p>