HOME > 상세정보


Handbook of financial stress testing

Handbook of financial stress testing

Farmer, J. Doyne, editor.
서명 / 저자사항
Handbook of financial stress testing / edited by J. Doyne Farmer ... [et al.].
Cambridge, United Kingdom ;   New York, NY :   Cambridge University Press,   2022.  
xvii, 709 p. : ill. ; 27 cm.
Includes bibliographical references and index.
Financial risk management.
000 00000cam u2200205 a 4500
001 000046143679
005 20230314104530
008 230314s2022 enka b 001 0 eng
010 ▼a 2021041871
020 ▼a 9781108830737 ▼q (hardback)
020 ▼z 9781108903011 ▼q (epub)
035 ▼a (KERIS)REF000019717451
040 ▼a DLC ▼b eng ▼e rda ▼c DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG173 ▼b .H36 2022
082 0 0 ▼a 658.15/5 ▼2 23
084 ▼a 658.155 ▼2 DDCK
090 ▼a 658.155 ▼b H2362
245 0 0 ▼a Handbook of financial stress testing / ▼c edited by J. Doyne Farmer ... [et al.].
260 ▼a Cambridge, United Kingdom ; ▼a New York, NY : ▼b Cambridge University Press, ▼c 2022.
264 1 ▼a Cambridge, United Kingdom ; ▼a New York, NY : ▼b Cambridge University Press, ▼c 2022.
300 ▼a xvii, 709 p. : ▼b ill. ; ▼c 27 cm.
336 ▼a text ▼b txt ▼2 rdacontent
337 ▼a unmediated ▼b n ▼2 rdamedia
338 ▼a volume ▼b nc ▼2 rdacarrier
504 ▼a Includes bibliographical references and index.
650 0 ▼a Financial risk management.
700 1 ▼a Farmer, J. Doyne, ▼e editor.
945 ▼a ITMT


No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고7층/ 청구기호 658.155 H2362 등록번호 111877645 도서상태 대출가능 반납예정일 예약 서비스 B M



Foreword Timothy F. Geithner; 1. Introduction and overview J. Doyne Farmer, Alissa M. Kleinnijenhuis, Til Schuermann and Thom Wetzer; Part I. History and Objectives: 2. Objectives and challenges of stress testing Richard J. Herring and Til Schuermann; 3. Fit for purpose? The evolving role of stress testing for financial systems Udaibir Das, Kieran Dent and Miguel Segoviano; 4. Why banks failed the stress test: A progress report on stress testing ten years on Nicola Anderson, Alex Brazier, Andrew Haldane, Paul Nahai-Williamson and Amar Radia; Part II. Inputs and Outputs: 5. Macrofinancial stress test scenario design - for banks and beyond Marco Gross, Jerome Henry and Elena Rancoita; 6. The role of heterogeneity in scenario design for financial stability stress testing Mark D. Flood, Jonathan Jones, Matthew Pritsker and Akhtar Siddique; 7. Designing coherent scenarios: a practitioner perspective Greg Hopper; 8. Stress testing with market data Robert Engle; 9. On market-based approaches to the valuation of capital Natasha Sarin and Lawrence H. Summers; 10. Granular data offer new opportunities for stress testing Cees Ullersma and Iman van Lelyveld; 11. Stress tests disclosure: theory, practice, and new perspectives Itay Goldstein and Yaron Leitner; 12. Stress testing during times of war Kathryn Judge; Part III. Microprudential Stress Tests: 13. Stress testing for commercial, investment and custody banks Daniel Cope, Carey Hsu, Clinton Lively, James Morgan, Til Schuermann and Evan Sekeris; 14. Microprudential stress testing for asset managers Jacques Longerstaey; 15. Stress testing for insurers Brian Peters; 16. Model risk management in stress testing and capital planning Eduardo Canabarro; 17. A supervisory perspective on stress testing - The U.S. experience Tim P. Clark; 18. Strengths and weaknesses of microprudential stress testing for financial institutions Christine M. Cumming; Part IV. A Macroprudential Perspective on the Financial System: 19. The structure of the financial system: Implications for macro-prudential stress testing Gonzalo Fernandez Dionis and Patricia C. Mosser; 20. Holistic bank regulation C. A. E. Goodhart; 21. Leverage and macro prudential policy John Geanakoplos; 22. Monetary policy and financial stability William B. English; 23. Stress testing networks: The case of central counterparties Richard B. Berner, Stephen G. Cecchetti and Kermit L. Schoenholtz; Part V. Macroprudential Stress Tests: 24. Enhancing stress tests by adding macroprudential elements William F. Bassett and David E. Rappoport W.; 25. Accounting for amplification mechanisms in bank stress test models at the Bank of Canada Grzegorz Halaj and Virginie Traclet; 26. Stress testing at the IMF Tobias Adrian, James Morsink and Liliana Schumacher; 27. A comprehensive approach to macroprudential stress testing Anthony Bousquet, Jerome Henry and Dawid Zochowski; 28. A complex systems perspective on macroprudential regulation Stefan Thurner; 29. Stress testing a central bank''s own balance sheet Nathanael Benjamin, Abigail Haddow and David Jacobs; Part VI. Concluding Thoughts: The Road Ahead: 30. Stress testing the financial microcosm J. Doyne Farmer, Alissa M. Kleinnijenhuis and Thom Wetzer.

관련분야 신착자료

Jacobs, F. Robert (2022)