Firm-wide Stress Testing and Economic Capital

By Ahraz Sheikh

Discipline:  Quantitative Analysis, Operational Risk

No of pages: 730

First published:

ISBN: 9781782722021

Firm-wide Stress Testing and Economic Capital presents a common framework for economic capital and firm-wide stress testing modelling across all risk types.  The book will provide clear insights on integrated risk models and their use in strategic decision making.

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