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| 035 | _a(DE-B1597)9783110647907 | ||
| 035 | _a(DE-B1597)513394 | ||
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| 084 | _aonline - DeGruyter | ||
| 245 | 0 | 0 |
_aReverse Stress Testing in Banking : _bA Comprehensive Guide / _ced. by Michael Eichhorn, Tiziano Bellini, Daniel Mayenberger. |
| 264 | 1 |
_aBerlin ; _aBoston : _bDe Gruyter, _c[2021] |
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| 264 | 4 | _c©2021 | |
| 300 | _a1 online resource (XIII, 570 p.) | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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| 490 | 0 |
_aThe Moorad Choudhry Global Banking Series , _x2627-8847 |
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| 505 | 0 | 0 |
_tFrontmatter -- _tAdvance Praise for Reverse Stress Testing in Banking -- _tAcknowledgements -- _tForeword -- _tContents -- _tPart I: Fundamentals of Reverse Stress Testing -- _t1 Reverse Stress Testing: A Versatile Thinking Tool -- _t2 Reverse Stress Testing in Banks -- _t3 Reverse Stress Testing: An Overview of Regulatory Guidance -- _tPart II: Quantitative Use Cases -- _t4 Quantitative Reverse Stress Testing -- _t5 Reverse Stress Testing Asset and Liability Portfolios -- _t6 Reverse Liquidity Stress Testing -- _t7 Reverse Stress Testing Banking Networks -- _t8 Reflections on Macroprudential Reverse Stress Testing -- _t9 Reverse Stress Testing: Reliability Analysis -- _tPart III: Qualitative Use Cases -- _t10 Qualitative Reverse Stress Testing -- _t11 Reverse Stress Testing with Cognitive Maps -- _t12 Reverse Stress Testing with Strategic Management Tools -- _t13 Mild Reverse Stress Testing -- _tPart IV: Application of Artificial Intelligence, Quantum Computing and Technology -- _t14 Application of Artificial Intelligence and Big Data to Identify Business Vulnerabilities -- _t15 Reverse Stress Testing Using Artificial Intelligence Techniques -- _t16 Reverse Stress Testing and Funding Sets -- _t17 Capital and Collateral Simulation for Reverse Stress Testing -- _t18 Multi-Period Reverse Stress Testing Using Quantum and Simulated Annealing -- _t19 Reverse Stress Testing and Technology -- _t20 Robust Model Development in Reverse Stress Testing -- _t21 The Role of Artificial Intelligence as Central Banker and in the Stability of Markets -- _tPart V: RST and Its Link to Recovery and Resolution Planning -- _t22 Reverse Stress Testing and Recovery and Resolution Planning: An Implementation Perspective -- _t23 Reverse Stress Testing and Recovery Planning: A Conceptual Perspective -- _tPart VI: Governance -- _t24 On the Governance of Reverse Stress Testing -- _t25 Reverse Stress Testing and Recent Research -- _t26 Reverse Stress Testing and Tail Risk -- _t27 Summary and Outlook -- _tList of Abbreviations -- _tList of Figures -- _tList of Tables -- _tAbout the Editors -- _tList of Contributors -- _tIndex |
| 506 | 0 |
_arestricted access _uhttp://purl.org/coar/access_right/c_16ec _fonline access with authorization _2star |
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| 520 | _aReverse 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. | ||
| 530 | _aIssued also in print. | ||
| 538 | _aMode of access: Internet via World Wide Web. | ||
| 546 | _aIn English. | ||
| 588 | 0 | _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) | |
| 650 | 7 |
_aBUSINESS & ECONOMICS / Banks & Banking. _2bisacsh |
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| 653 | _aIntegrated Stress Testing. | ||
| 653 | _aRegulators. | ||
| 653 | _aReverse Stress Testing. | ||
| 700 | 1 |
_aAhmad, Nasir _eautore |
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_aAlbanese, Claudio _eautore |
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_aAlmehed, Daniel _eautore |
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_aBellini, Tiziano _eautore _ecuratore |
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| 850 | _aIT-RoAPU | ||
| 856 | 4 | 0 | _uhttps://doi.org/10.1515/9783110647907 |
| 856 | 4 | 0 | _uhttps://www.degruyter.com/isbn/9783110647907 |
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