Handbook of Financial Stress Testing

Handbook of Financial Stress Testing
Author: J. Doyne Farmer
Publisher:
Total Pages: 729
Release: 2022-04-14
Genre: Mathematics
ISBN: 1108830730


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Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.


Handbook of Financial Stress Testing
Language: en
Pages: 729
Authors: J. Doyne Farmer
Categories: Mathematics
Type: BOOK - Published: 2022-04-14 - Publisher:

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Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.
Handbook of Financial Risk Management
Language: en
Pages: 987
Authors: Thierry Roncalli
Categories: Business & Economics
Type: BOOK - Published: 2020-04-23 - Publisher: CRC Press

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Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the finan
Handbook of Financial Stress Testing
Language: en
Pages: 730
Authors: J. Doyne Farmer
Categories: Mathematics
Type: BOOK - Published: 2022-04-14 - Publisher: Cambridge University Press

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Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial system
Handbook of Market Risk
Language: en
Pages: 432
Authors: Christian Szylar
Categories: Business & Economics
Type: BOOK - Published: 2013-10-16 - Publisher: John Wiley & Sons

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A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the
Stress-testing the Banking System
Language: en
Pages: 355
Authors: Mario Quagliariello
Categories: Business & Economics
Type: BOOK - Published: 2009-10-15 - Publisher: Cambridge University Press

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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 a