skip to content
Stress-testing the Banking System : Methodologies and Applications. Preview this item
ClosePreview this item
Checking...

Stress-testing the Banking System : Methodologies and Applications.

Author: Mario Quagliariello
Publisher: Leiden : Cambridge University Press, 2009.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
An analysis of the theoretical underpinnings, as well as the practical aspects, of applying stress-testing methodologies.
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mario Quagliariello
ISBN: 9780511634239 0511634234
OCLC Number: 609845815
Description: 1 online resource (355 pages)
Contents: Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Boxes; Contributors; Foreword; Acknowledgements; Introduction; Part I: Fundamentals; 1 A framework for assessing financial stability; 2 Macroeconomic stress-testing: definitions and main components; 3 Macroeconomic stress-testing banks: a survey of methodologies; 4 Scenario design and calibration; 5 Risk aggregation and economic capital; 6 Data needs for stress-testing; 7 Use of macro stress tests in policy-making; Part II: Applications; 8 Stress-testing credit risk: the Italian experience. 9 Stress-testing US banks using economic-value-of-equity (EVE) models10 A framework for integrating different risks: the interaction between credit and interest rate risk; 11 Stress-testing linkages between banks in the Netherlands; 12 An integrated approach to stress-testing: the Austrian Systemic Risk Monitor (SRM); 13 From macro to micro: the French experience on credit risk stress-testing; 14 Stress-testing in the EU new member states; 15 Cross-border macro.
More information:

Abstract:

An analysis of the theoretical underpinnings, as well as the practical aspects, of applying stress-testing methodologies.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/609845815> # Stress-testing the Banking System : Methodologies and Applications.
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "609845815" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/1059975896#Place/leiden> ; # Leiden
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ne> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1059975896#Topic/banks_and_banking> ; # Banks and banking
    schema:about <http://experiment.worldcat.org/entity/work/data/1059975896#Topic/banks_and_banking_risk_management> ; # Banks and banking--Risk management
    schema:about <http://id.worldcat.org/fast/924607> ; # Financial crises
    schema:about <http://experiment.worldcat.org/entity/work/data/1059975896#Topic/financial_crises> ; # Financial crises
    schema:about <http://dewey.info/class/332.10681/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1059975896#Topic/bank_failures_prevention> ; # Bank failures--Prevention
    schema:about <http://id.worldcat.org/fast/826867> ; # Banks and banking
    schema:bookFormat schema:EBook ;
    schema:creator <http://viaf.org/viaf/53916549> ; # Mario Quagliariello
    schema:datePublished "2009" ;
    schema:description "An analysis of the theoretical underpinnings, as well as the practical aspects, of applying stress-testing methodologies."@en ;
    schema:description "Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Boxes; Contributors; Foreword; Acknowledgements; Introduction; Part I: Fundamentals; 1 A framework for assessing financial stability; 2 Macroeconomic stress-testing: definitions and main components; 3 Macroeconomic stress-testing banks: a survey of methodologies; 4 Scenario design and calibration; 5 Risk aggregation and economic capital; 6 Data needs for stress-testing; 7 Use of macro stress tests in policy-making; Part II: Applications; 8 Stress-testing credit risk: the Italian experience."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/1059975896> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/1059975896#CreativeWork/> ;
    schema:name "Stress-testing the Banking System : Methodologies and Applications."@en ;
    schema:productID "609845815" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/609845815#PublicationEvent/leiden_cambridge_university_press_2009> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/1059975896#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:url <http://catdir.loc.gov/catdir/enhancements/fy0907/2009010745-t.html> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=461165> ;
    schema:workExample <http://worldcat.org/isbn/9780511634239> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/609845815> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/1059975896#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
    schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/1059975896#Topic/banks_and_banking> # Banks and banking
    a schema:Intangible ;
    schema:name "Banks and banking"@en ;
    .

<http://id.worldcat.org/fast/826867> # Banks and banking
    a schema:Intangible ;
    schema:name "Banks and banking"@en ;
    .

<http://id.worldcat.org/fast/924607> # Financial crises
    a schema:Intangible ;
    schema:name "Financial crises"@en ;
    .

<http://viaf.org/viaf/53916549> # Mario Quagliariello
    a schema:Person ;
    schema:familyName "Quagliariello" ;
    schema:givenName "Mario" ;
    schema:name "Mario Quagliariello" ;
    .

<http://worldcat.org/entity/work/data/1059975896#CreativeWork/>
    a schema:CreativeWork ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/609845815> ; # Stress-testing the Banking System : Methodologies and Applications.
    .

<http://worldcat.org/isbn/9780511634239>
    a schema:ProductModel ;
    schema:isbn "0511634234" ;
    schema:isbn "9780511634239" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.