A Comprehensive Guide
De som köpt den här boken har ofta också köpt The 48 Laws of Power av Robert Greene (häftad).
Köp båda 2 för 1119 krM. Eichhorn, Managing Director, Credit Suisse; T. Bellini, Director, Blackrock; D. Mayenberger, trading, banking and investment expert
FOREWORD BY PROF. MOORAD CHOUDHRY CHAPTER I: What is Reverse Stress Testing (and how does it differ from other risk analytics)? Definition What is it and why to use it Overview of reverse stress testing landscape so far (Tiziano Bellini, Michael Eichhorn) CHAPTER II: How to perform Reverse Stress Testing A generic process driven approach (Michael Eichhorn, Philippe Mangold) Definition of failure points Vulnerability analysis Scenario design and parameterization Plausibility check and management actions Monitoring and reporting CHAPTER III: What are the regulatory requirements? Regulatory requirements and considerations from a Board of Directors perspective (Melanie Eichhorn-Schurig) Requirements by regulator and supervisory body (BCBS, EBA, FED, PRA) Considerations from Boards perspective CHAPTER IV: What can be learned from past failures? Why do banks fail? (TBC) What went wrong in the 2007-2009 crisis? (Tiziano Bellini) Roads to ruin A study of major risk events (Prof. Chris Parsons, TBC) CHAPTER V: What can be learned from practical use cases? Qualitative reverse stress testing Case study: Pension Protection Fund (Jean-Pierre Charmille) Case study: Moodys Rating Agency (TBC) Case study: Automotive (Grundke, TBC) Quantitative reverse stress testing Case study: Alpha Bank (Tiziano Bellini) Case study: Interbank Networks (Fabio Caccioli) Case study: Axioma Inc (Robert Stamicar) Case study: EVM Tech (Mirzai, Bahram) CHAPTER VI: What can be learned from planning work? Linking Reverse Stress Testing to Risk Appetite and Risk Capacity (Anand Saxena) Linking Reverse Stress Testing to Recovery & Resolution Planning (Ahmed Nasir)