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Stress-testing the banking system

Stress-testing the banking system
methodologies and apllications

  • ISBN: 9780521767309
  • Editorial: Cambridge University Press
  • Lugar de la edición: Cambridge. Reino Unido
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 328
  • Idiomas: Inglés

Papel: Cartoné
132,80 €
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Resumen

Ed. Mario Quagliariello. 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 severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience

Ed. Mario Quagliariello

Resumen

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