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Language: en
Pages: 318
Pages: 318
Type: BOOK - Published: 2016-11-26 - Publisher: Academic Press
Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introducti
Language: en
Pages: 483
Pages: 483
Type: BOOK - Published: 2021-05-10 - Publisher: Walter de Gruyter GmbH & Co KG
Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illu
Language: en
Pages: 316
Pages: 316
Type: BOOK - Published: 2019-01-31 - Publisher: Academic Press
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a n
Language: en
Pages: 73
Pages: 73
Type: BOOK - Published: 2020-02-05 - Publisher: International Monetary Fund
This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
Language: en
Pages: 84
Pages: 84
Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund
Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also
