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Stress-testing the banking system :m...
~
Quagliariello, Mario.
Stress-testing the banking system :methodologies and applications /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Stress-testing the banking system :edited by Mario Quagliariello.
Reminder of title:
methodologies and applications /
other author:
Quagliariello, Mario.
Published:
Cambridge, UK ;Cambridge University Press,2009.
Description:
xxii, 329 p. :ill. ;26 cm.
Subject:
Bank failuresPrevention.
Online resource:
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html
Online resource:
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
Online resource:
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
ISBN:
052176730X :
Stress-testing the banking system :methodologies and applications /
Stress-testing the banking system :
methodologies and applications /edited by Mario Quagliariello. - Cambridge, UK ;Cambridge University Press,2009. - xxii, 329 p. :ill. ;26 cm.
Includes bibliographical references and index.
A framework for assessing financial stability / Maurizio Trapanese -- Macroeconomic stress-testing : definitions and main components / Mario Quagliariello -- Macroeconomic stress-testing banks : a survey of methodologies / Mathias Drehmann -- Scenario design and calibration / Takashi Isogai -- Risk aggregation and economic capital / Vincenzo Tola -- Data needs for stress-testing / Francesco Cannata and Ulrich Krüger -- Use of macro stress tests in policy-making / Patrizia Baudino -- Stress-testing credit risk : the Italian experience / Sebastiano Laviola, Juri Marcucci and Mario Quagliariello -- Stress-testing US banks using economic-value-of-equity (EVE) models / Mike Carhill -- A framework for integrating different risks : the interaction between credit and interest rate risk / Steffen Sorensen and Marco Stringa -- Stress-testing linkages between banks in the Netherlands / Iman van Lelyveld, Franka Liedorp and Marc Pröpper -- An integrated approach to stress-testing : the Austrian Systemic Risk Monitor / Michael Boss ... [et al.] -- From macro to micro : the French experience on credit risk stress-testing / Muriel Tiesset and Clément Martin -- Stress-testing in the EU new member states / Adam Głogowski -- Cross-border macro stress-testing : progress and future challenges for the EU / Olli Castrén, John Fell and Nico Valckx -- Stress-testing at the IMF / Marina Moretti , Stéphanie Stolz and Mark Swinburne.
ISBN: 052176730X :NT$3707
LCCN: 2009010745Subjects--Topical Terms:
514906
Bank failures
--Prevention.
LC Class. No.: HG1601 / .S687 2009
Dewey Class. No.: 332.1068/1
Stress-testing the banking system :methodologies and applications /
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methodologies and applications /
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edited by Mario Quagliariello.
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xxii, 329 p. :
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Includes bibliographical references and index.
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A framework for assessing financial stability / Maurizio Trapanese -- Macroeconomic stress-testing : definitions and main components / Mario Quagliariello -- Macroeconomic stress-testing banks : a survey of methodologies / Mathias Drehmann -- Scenario design and calibration / Takashi Isogai -- Risk aggregation and economic capital / Vincenzo Tola -- Data needs for stress-testing / Francesco Cannata and Ulrich Krüger -- Use of macro stress tests in policy-making / Patrizia Baudino -- Stress-testing credit risk : the Italian experience / Sebastiano Laviola, Juri Marcucci and Mario Quagliariello -- Stress-testing US banks using economic-value-of-equity (EVE) models / Mike Carhill -- A framework for integrating different risks : the interaction between credit and interest rate risk / Steffen Sorensen and Marco Stringa -- Stress-testing linkages between banks in the Netherlands / Iman van Lelyveld, Franka Liedorp and Marc Pröpper -- An integrated approach to stress-testing : the Austrian Systemic Risk Monitor / Michael Boss ... [et al.] -- From macro to micro : the French experience on credit risk stress-testing / Muriel Tiesset and Clément Martin -- Stress-testing in the EU new member states / Adam Głogowski -- Cross-border macro stress-testing : progress and future challenges for the EU / Olli Castrén, John Fell and Nico Valckx -- Stress-testing at the IMF / Marina Moretti , Stéphanie Stolz and Mark Swinburne.
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Bank failures
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Prevention.
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514906
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Banks and banking
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Risk management.
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Quagliariello, Mario.
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Table of contents only
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http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html
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Contributor biographical information
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http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
856
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Publisher description
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http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
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西方語文圖書區(四樓)
Items
1 records • Pages 1 •
1
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Attachments
320000594632
西方語文圖書區(四樓)
1圖書
一般圖書
HG1601 S915 2009
一般使用(Normal)
On shelf
0
1 records • Pages 1 •
1
Multimedia
Multimedia file
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
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