Stress-testing the banking system : (Record no. 521235)
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| 000 -LEADER | |
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| fixed length control field | 03663nam a22003618i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9780511635618 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124160313.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 090923s2009||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780511635618 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780521767309 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1601 |
| Item number | .S687 2009 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.1068/1 |
| Edition number | 22 |
| 245 00 - TITLE STATEMENT | |
| Title | Stress-testing the banking system : |
| Remainder of title | methodologies and applications / |
| Statement of responsibility, etc | edited by Mario Quagliariello. |
| 264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R) | |
| Place of production, publication, distribution, manufacture (R) | Cambridge : |
| Name of producer, publisher, distributor, manufacturer (R) | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2009. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxii, 329 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - Content Type (R) | |
| Content type term (R) | text |
| Content type code (R) | txt |
| Source (NR) | rdacontent |
| 337 ## - Media Type (R) | |
| Media type term (R) | computer |
| Media type code (R) | c |
| Source (NR) | rdamedia |
| 338 ## - Carrier Type (R) | |
| Carrier type term (R) | online resource |
| Carrier type code (R) | cr |
| Source (NR) | rdacarrier |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 (SRM) / Michael Boss [and others] -- 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking |
| General subdivision | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bank failures |
| General subdivision | Prevention. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial crises. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Quagliariello, Mario, |
| Relator term | editor. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| International Standard Book Number | 9780521767309 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9780511635618">https://doi.org/10.1017/CBO9780511635618</a> |
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