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Stress Testing for Risk Control Under Basel II.
The only book to explain the new advanced testing methodology required by Basel II regulations for banks.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Elsevier,
2006.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Chorafas, Dimitris N. | |
| 245 | 1 | 0 | |a Stress Testing for Risk Control Under Basel II. |
| 260 | |a Burlington : |b Elsevier, |c 2006. | ||
| 300 | |a 1 online resource (355 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Front Cover; Stress Testing for Risk Control under Basel II; Copyright Page; Table of Contents; Preface; Warning; Chapter 1 The need for advanced testing methodology; Chapter 2 Risk and its management; Chapter 3 The dynamics of stress testing; Chapter 4 Stress analysis and its tools; Chapter 5 Worst case scenarios and drills; Chapter 6 Technology strategy for advanced testing; Chapter 7 Models and procedures for the study of volatility patterns; Chapter 8 Stress testing creditworthiness; Chapter 9 Stress probability of default. | |
| 505 | 8 | |a Chapter 10 Stress loss given default and stress exposure at defaultChapter 11 Counterparty credit risk, transfer of credit risk and wrong-way risk; Chapter 12 Stress testing expected losses; Chapter 13 Analysing the reasons for unexpected losses; Chapter 14 Economic capital and algorithms for stress testing unexpected losses; Chapter 15 Stress testing leveraged and volatile financial assets; Chapter 16 Advanced testing provides a basis for better governance; Index. | |
| 520 | |a The only book to explain the new advanced testing methodology required by Basel II regulations for banks. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a Financial risk management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
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| 776 | 1 | |z 9780750683050 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=282100 |z Texto completo |
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