Stress Testing for Financial Institutions PDF ePub eBook

Books Info:

Stress Testing for Financial Institutions free pdf In line with the new Basel proposals, banks have to stress-test their assessment of capital adequacy. In recent years, they have developed internal models, which are currently under review by the respective regulators for approval. This book provides guidance for regulators and practitioners with regard to the stress-testing process. "Stress-testing for Financial Institutions" is a comprehensive guide to this 'unsolved issue' in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn't come at a better time. It includes chapters from academics, practitioners and regulators to cover the full spectrum of debate and perspectives on stress-testing. It includes innovative research from leading names in model analysis, and will help you to gain an insight into the regulations, constraints, and solutions to stress-testing in financial institutions. Recommended for financial risk quants, financial risk managers, financial risk researchers and financial institution regulators.

About Daniel Rosch

Professor Dr Daniel Rosch, Institute of Banking and Finance, Leibniz Universitat Hannover Daniel Rosch is Professor of Management and Head of the Institute of Banking and Finance at the Leibniz Universitat Hannover. He received a Ph.D. from the University of Regensburg. His work covers a broad range in asset pricing and empirical finance. He has published numerous articles on risk management, credit risk, banking, and quantitative finance in leading international journals and has organized numerous executive training courses on these topics. Dr Harald Scheule, Department of Finance, The University of Melbourne Harald Scheule is teaching Banking and Finance at The University of Melbourne. He has worked globally as a consultant on credit risk, structured finance and securitisation projects for banks, insurance and other financial service companies. He maintains strong research relationships with the Australian, German and Hong Kong regulators for financial institutions. He has extensively published and organized executive training courses in his discipline.

Details Book

Author : Daniel Rosch
Publisher : Risk Books
Data Published : 01 December 2008
ISBN : 1906348111
EAN : 9781906348113
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 400 pages
Age + : 15 years
Language : English
Rating :

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