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Stress-testing the banking system :m...

Quagliariello, Mario.

Stress-testing the banking system :methodologies and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stress-testing the banking system :edited by Mario Quagliariello.
其他題名:	methodologies and applications /
其他作者:	Quagliariello, Mario.
出版者:	Cambridge, UK ;Cambridge University Press,c2009.
面頁冊數:	xxii, 329 p. :ill. ;26 cm.
標題:	Banks and banking.
電子資源:	http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html
ISBN:	9780521767309 :

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,c2009. - 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: 9780521767309 :NT$3707

LCCN: 2009010745Subjects--Topical Terms:

188025
Banks and banking.

LC Class. No.: HG1601 / S915 2009

Dewey Class. No.: 332.1068/1

Stress-testing the banking system :methodologies and applications /
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245 0 0 $a Stress-testing the banking system : $b methodologies and applications / $c edited by Mario Quagliariello.
260 $a Cambridge, UK ; $a New York : $b Cambridge University Press, $c c2009.
300 $a xxii, 329 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Banks and banking. $3 188025
650 0 $a Banks and banking $x Risk management. $3 310539
650 0 $a Bank failures $x Prevention. $3 514906
650 0 $a Financial crises. $3 190604
700 1 $a Quagliariello, Mario. $3 525370
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html

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http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html
http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html

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