Stress-testing the banking system : methodologies and applications / edited by Mario Quagliariello.

"Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practi...

Full description

Bibliographic Details

Online Access:	Full Text (via Cambridge)
Other Authors:	Quagliariello, Mario
Format:	Electronic eBook
Language:	English
Published:	Cambridge, UK : Cambridge University Press, 2009.
Subjects:	Banks and banking. Banks and banking > Risk management. Bank failures > Prevention. Financial crises.