STRESS TESTING FOR FINANCIAL INSTITUTIONS: APPLICATIONS, REGULATIONS AND TECHNIQUES
Book ID/图书代码： 14936110B43905
English Summary/英文概要： For regulators and practitioners, this book examines the regulatory and economic needs of banks and insurance companies, focusing on practical advice and solutions to everyday problems.
In line with the new Basel proposals, banks have to stress-test their assessment of capital adequacy. In recent years, they have developed internal models, which are currently under review by the respective regulators for approval. This book provides guidance for regulators and practitioners with regard to the stress-testing process.
Stress-testing for Financial Institutions is a comprehensive guide to this ‘unsolved issue’ in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn’t come at a better time. It includes chapters from academics, practitioners and regulators to cover the full spectrum of debate and perspectives on stress-testing. It includes innovative research from leading names in model analysis, and will help you to gain an insight into the regulations, constraints, and solutions to stress-testing in financial institutions.
Recommended for financial risk quants, financial risk managers, financial risk researchers and financial institution regulators.
Chinese Summary/中文概要： 为监管机构和从业人员设计，本书探讨的是银行及保险公司经济监管的需求，为日常难题提出实际建议和解决之道。
根据新的巴塞尔提案，银行不得不进行资金评估的压力测试。近些年来，他们开发出了内部模型，目前正在接受有关部门的调研审批。本书对于监管机构和从业人员来说，起到非常具有参考价值的引导作用。在财务风险管理上，金融机构的压力测试是一种不可忽视的全面指导。本作品之外，现在市场还没有任何另外一部作品将压力测试作为探讨主题的书籍，所以本书可以说是一部恰逢其时的作品。
对于学者、从业者以及管理者的研究兴趣的不同，本书还专门分别设计了章节以方便读者参考。内容涉及全面，包括压力测试的辩论和透视，顶级分析报告所延伸的模型分析以及对相关法规的洞察等等。
诚将本书推荐给从事金融风险的数据分析师、金融风险管理者和研究人员以及所有的金融监管人员。(兼职翻译-FSF)
Awards/获奖情况：为监管机构和从业人员设计，本书探讨的是银行及保险公司经济监管的需求，为日常难题提出实际建议和解决之道。
根据新的巴塞尔提案，银行不得不进行资金评估的压力测试。近些年来，他们开发出了内部模型，目前正在接受有关部门的调研审批。本书对于监管机构和从业人员来说，起到非常具有参考价值的引导作用。在财务风险管理上，金融机构的压力测试是一种不可忽视的全面指导。本作品之外，现在市场还没有任何另外一部作品将压力测试作为探讨主题的书籍，所以本书可以说是一部恰逢其时的作品。
对于学者、从业者以及管理者的研究兴趣的不同，本书还专门分别设计了章节以方便读者参考。内容涉及全面，包括压力测试的辩论和透视，顶级分析报告所延伸的模型分析以及对相关法规的洞察等等。
诚将本书推荐给从事金融风险的数据分析师、金融风险管理者和研究人员以及所有的金融监管人员。
About the Author/作者介绍： 丹尼尔是知名金融教授，汉诺威来布尼茨金融研究所所长，获有雷根斯堡大学博士学位。他的作品研究范围涵盖了包括资产定价、实证金融在内的广泛领域。他曾在国际知名期刊上发表过关于风险管理，信用风险，银行，金融和定量等许多文章，并就这些主题组织开展了很多行政人员培训课程。
哈拉尔任教于墨尔本大学银行与金融管理专业。曾在金融服务公司担任全球性信贷风险，结构性融资以及银行，保险和证券等项目的顾问。他主张澳大利亚、德国还有香港的金融监管机构应建立强大的科研合作关系。他的作品广泛发表在很多知名期刊上，并组织过多次高级行政人员的培训课程。
Professor Dr Daniel Rösch, Institute of Banking and Finance, Leibniz Universität Hannover Daniel Rösch is Professor of Finance and Head of the Institute of Banking and Finance at the Leibniz Universität Hannover. He received a Ph.D. from the University of Regensburg. His work covers a broad range in asset pricing and empirical finance. He has published numerous articles on risk management, credit risk, banking, and quantitative finance in leading international journals and has organized numerous executive training courses on these topics.
Dr Harald Scheule, Department of Finance, The University of Melbourne Harald Scheule is teaching Banking and Finance at The University of Melbourne. He has worked globally as a consultant on credit risk, structured finance and securitisation projects for banks, insurance and other financial service companies. He maintains strong research relationships with the Australian, German and Hong Kong regulators for financial institutions. He has extensively published and organized executive training courses in his discipline.
Format:HARDCOVER
Rights Status/版权销售情况：Simplified Chinese/简体中文：AVAILABLE
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