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Stress-testing the Banking System: Methodologies and Applications

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 | #1343341 in eBooks |  2009-10-15 |  2009-10-15 | File type: PDF

||1 of 3 people found the following review helpful.| A Book that Needed to be Written has Arrived!|By Fin Econ|This book is an early and important tract on stress testing of the banking system.

The book synthesized important information from a number of sources.

A must read for those interested in macro-prudential risk management and policy.

Any excellent text covering a growing field at the inter| |'This book could not be timelier given the crucial role played by stress tests in many governments' strategies to deal with the current crisis. It is essential reading for central bankers, scholars and practitioners. The editor, Mario Quagliariello, has done a

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 se...

You easily download any file type for your device.Stress-testing the Banking System: Methodologies and Applications   |  From Cambridge University Press. I was recommended this book by a dear friend of mine.

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