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Title Handbook of financial stress testing / edited by J. Doyne Farmer, Alissa M. Kleinnijenhuis, Til Schuermann, Thom Wetzer ; foreword by Timothy F. Geithner
Published Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022
©2022

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Description 1 online resource (xvii, 709 pages) : illustrations
Summary "Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the mathematical modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When financial crises hit, stress tests take center stage. Despite their centrality to public policy, the optimal design and use of stress tests remains highly contested. Written by an international team of leading thinkers from academia, the public sector and the private sector, this handbook comprehensively surveys and evaluates the state of play and charts the innovations that will determine the path ahead. It is a comprehensive and interdisciplinary resource that bridges theory and practice and places financial stress testing in its wider context. This guide is essential reading for researchers, practitioners and policymakers working on financial risk management and financial regulation"-- Provided by publisher
Bibliography Includes bibliographical references and index
Notes Print version record and CIP data provided by publisher; resource not viewed
Subject Financial risk management.
MATHEMATICS / Applied.
Financial risk management
Form Electronic book
Author Farmer, J. Doyne, editor
Kleinnijenhuis, Alissa M., editor
Schuermann, Til, editor
Wetzer, Thom, editor
Geithner, Timothy F., author of foreword
LC no. 2021041872
ISBN 9781108903011
1108903010