6720814

9780230574359

Integrated Stress Testing for Financial Institutions

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  • ISBN-13: 9780230574359
  • ISBN: 0230574351
  • Publication Date: 2009
  • Publisher: Palgrave Macmillan

AUTHOR

Overbeck, Ludger, van den Brink, Gerrit Jan

SUMMARY

The importance of stress testing has never been more evident that in today's financial crisis, which has shown the limitations of current risk management provisions. This text presents processes for integrated risk modelling, discussing stress testing methods from a holistic perspective.Overbeck, Ludger is the author of 'Integrated Stress Testing for Financial Institutions', published 2009 under ISBN 9780230574359 and ISBN 0230574351.

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