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    Reverse Stress Testing in Banking : A Comprehensive Guide / ed. by Michael Eichhorn, Tiziano Bellini, Daniel Mayenberger. - Berlin ; Boston : De Gruyter, 2021. - 114 p). - URL: https://cat.gpntb.ru/?id=FT/ShowFT&sid=addc8252023750376f9f06cfc5c6bada. - In English. - ISBN 9783110647907. - ISBN 3110647907. - ISBN 9783110644951. - ISBN 3110644959. - DOI 10.1515/9783110647907. - Текст : электронный.
    Рубрики:
    Banks and banking
    Banks and banking -- Risk management
    Bank failures -- Prevention

    Аннотация: 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. Reverse Stress Testing in Banking 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: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels - from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks' structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.
    Доп. точки доступа:
    Aḥmad, N.
    Albanese, C.
    Almehed, D.
    Bellini, T.
    Bellini, T.\ред.\
    Bouayoun, A.
    Caccioli, F.
    Charmaille, J.
    Cotoi, I.
    Crépey, S.
    Daníelsson, J.
    Dash, S.
    Davies, B.
    Dengler, H.
    Eichhorn, M.
    Eichhorn, M.\ред.\
    Fouché, M.
    Gann, P.
    Henry, J.
    Iabichino, S.
    Ivantsov, E.
    Kolev, M.
    Lodha, M.
    Macrae, R.
    Mammola, P.
    Mangold, P.
    Mayenberger, D.
    Mayenberger, D.\ред.\
    Mirzai, B.
    Nawani, A.
    Pfoh, T.
    Romano, A.
    Shin, H.
    Stamicar, R.
    Steiner, T.
    Uthemann, A.
    Valenzuela, M.
    Wälder, K.
    Wälder, O.
    Zer, I.
    Zigrand, J.

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    Полнотекстовая коллекция книг EBSCO eBooks (Шифр в БД-источнике (EBSKO): on1255635117)

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