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