Stress-testing the Banking System. Methodologies and Applications

Stress-testing the Banking System. Methodologies and Applications

Автор: Mario Quagliariello
(4.33 от 6 гласа)











This book could not be timelier given the crucial role played by stress tests in many governments strategies to deal with the current crisis. It is essential reading for central bankers, scholars and practitioners. The editor, Mario Quagliariello, has done an outstanding job in bringing together such a good group of knowledgeable authors. The coverage of the foundations of stress testing, applications and experience with various approaches is excellent.

FRANKLIN ALLEN
Nippon Life Professor of Finance and Economics, The Wharton School, University of Pennsylvania

The publication of this volume is a dramatic step forward in crystallising the issues that challenge our understanding of systemic fragility and in assessing the promise of macro-stress testing as a tool for policy makers and supervisors. The daunting nature of the task and the monumental efforts required are made evident in the context of a comprehensive presentation of the state of the art.

BARRY SCHACHTER
Director of Quantitative Resources, Moore Capital Management

The need to complement risk management models with rigorous and sound stress-testing techniques has been clearly highlighted not only by the New Basel Capital Accord but also by the recent financial crisis. Building on the experience gained by economists from a large number of financial authorities worldwide, this book represents the most comprehensive and well organised collection of methodological and empirical studies on this key subject.

ANDREA SIRONI
Professor of Banking and Finance, Bocconi University, Milan



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Информация

Информация




Информация за книгата:

Автор: Mario Quagliariello
Година: 2009
Страници: 328
ISBN: 9780521767309
Баркод: 9780521767309
Тегло: 0.76 кг.
Размер: 17.50x25.00 см.

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