Coverart for item
The Resource Stress-testing the banking system : methodologies and applications, edited by Mario Quagliariello

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

Label
Stress-testing the banking system : methodologies and applications
Title
Stress-testing the banking system
Title remainder
methodologies and applications
Statement of responsibility
edited by Mario Quagliariello
Contributor
Subject
Language
eng
Summary
"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 practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics"--P. [4] of cover
Cataloging source
DLC
Dewey number
332.1068/1
Illustrations
illustrations
Index
index present
LC call number
HG1601
LC item number
.S687 2009
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Quagliariello, Mario
http://library.link/vocab/subjectName
  • Banks and banking
  • Banks and banking
  • Bank failures
  • Financial crises
Label
Stress-testing the banking system : methodologies and applications, edited by Mario Quagliariello
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
316772256
Dimensions
26 cm
Extent
xxii, 329 pages
Isbn
9780521767309
Lccn
2009010745
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)316772256
Label
Stress-testing the banking system : methodologies and applications, edited by Mario Quagliariello
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
316772256
Dimensions
26 cm
Extent
xxii, 329 pages
Isbn
9780521767309
Lccn
2009010745
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)316772256

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...