Reverse Stress Testing in Banking: A Comprehensive Guide (The Moorad Choudhry Global Banking Series) - Hardcover

Hardcover

ISBN 10: 3110644827 ISBN 13: 9783110644821

Verlag: De Gruyter, 2021

Inhaltsangabe

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.

Über diesen Titel

Über die Autorinnen und Autoren

Michael Eichhorn, Managing Director, Credit Suisse; Tiziano Bellini, Director, Blackrock; Daniel Mayenberger, trading, banking and investment expert

M. Eichhorn, Managing Director, Credit Suisse; T. Bellini, Director, Blackrock; D. Mayenberger, trading, banking and investment expert

Details zur Ausgabe

• Verlag: De Gruyter
• Erscheinungsdatum: 2021
• Sprache: Englisch
• ISBN 10: 3110644827
• ISBN 13: 9783110644821
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 583
• Herausgeber: Eichhorn Michael, Bellini Tiziano, Mayenberger Daniel
• Kontakt zum Hersteller: productsafety@degruyterbrill.com; productsafety@degruyterbrill.com; ; Theaterstraße 13; Göttingen; 37073; Deutschland