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Stress-testing the Banking System Hardback: Methodologies and Applications - Tapa dura

Quagliariello

 
9780521767309: Stress-testing the Banking System Hardback: Methodologies and Applications

Sinopsis

Many observers have pointed out that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the current financial crisis. This 2009 book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies.

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Acerca del autor

Mario Quagliariello is Head of the Risk Analysis Unit at the European Banking Authority (EBA). He previously served as a senior economist in the Regulation and Supervisory Policies Department of Banca d'Italia. He has been the representative of Banca d'Italia in a number of international working groups dealing with financial stability issues at the ECB, CEBS, IMF and the Basel Committee for Banking Supervision and has published several articles in international and Italian journals. His interests concern macro-prudential analysis and stress tests, Basel 2 Capital Accord and procyclicality, the economics of financial regulation. He holds a PhD in Economics from the University of York, UK.

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