Stress Testing (2nd Edition)
Approaches, Methods and Applications
Discipline: Regulation, Quantitative Analysis
A financial institution’s repertoire of tools has to be broad and dynamic in the post-crisis era. Stress testing has come a long way since the first edition, thinking has changed dramatically, and so the second edition of Stress Testing: Approaches, Methods and Applications has added chapters that address these refinements in thinking, and deals with new topics, such as pre-position net revenue.
The authoritative guide and reference tool for stress testing, this book is essential for risk managers, regulators and consultants who want a clearer understanding of the methods, tools and uses of stress testing in different risk areas.