LEADER 05295nam 2200601 450 001 9910554223003321 005 20231110225153.0 010 $a3-11-064495-9 010 $a3-11-064790-7 024 7 $a10.1515/9783110647907 035 $a(CKB)4100000011931020 035 $a(DE-B1597)513394 035 $a(DE-B1597)9783110647907 035 $a(MiAaPQ)EBC6623941 035 $a(Au-PeEL)EBL6623941 035 $a(OCoLC)1252417492 035 $a(EXLCZ)994100000011931020 100 $a20220117d2021 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aReverse stress testing in banking $ea comprehensive guide to success in the software industry /$fedited by Michael Eichhorn, Tiziano Bellini, and Daniel Mayenberger 210 1$aBerlin, Germany :$cDe Gruyter,$d[2021] 210 4$dİ2021 215 $a1 online resource (XIII, 570 p.) 225 0 $aThe Moorad Choudhry Global Banking Series 300 $aIncludes index. 311 $a3-11-064482-7 327 $tFrontmatter -- $tAdvance Praise for Reverse Stress Testing in Banking -- $tAcknowledgements -- $tForeword -- $tContents -- $tPart I: Fundamentals of Reverse Stress Testing -- $t1 Reverse Stress Testing: A Versatile Thinking Tool -- $t2 Reverse Stress Testing in Banks -- $t3 Reverse Stress Testing: An Overview of Regulatory Guidance -- $tPart II: Quantitative Use Cases -- $t4 Quantitative Reverse Stress Testing -- $t5 Reverse Stress Testing Asset and Liability Portfolios -- $t6 Reverse Liquidity Stress Testing -- $t7 Reverse Stress Testing Banking Networks -- $t8 Reflections on Macroprudential Reverse Stress Testing -- $t9 Reverse Stress Testing: Reliability Analysis -- $tPart III: Qualitative Use Cases -- $t10 Qualitative Reverse Stress Testing -- $t11 Reverse Stress Testing with Cognitive Maps -- $t12 Reverse Stress Testing with Strategic Management Tools -- $t13 Mild Reverse Stress Testing -- $tPart IV: Application of Artificial Intelligence, Quantum Computing and Technology -- $t14 Application of Artificial Intelligence and Big Data to Identify Business Vulnerabilities -- $t15 Reverse Stress Testing Using Artificial Intelligence Techniques -- $t16 Reverse Stress Testing and Funding Sets -- $t17 Capital and Collateral Simulation for Reverse Stress Testing -- $t18 Multi-Period Reverse Stress Testing Using Quantum and Simulated Annealing -- $t19 Reverse Stress Testing and Technology -- $t20 Robust Model Development in Reverse Stress Testing -- $t21 The Role of Artificial Intelligence as Central Banker and in the Stability of Markets -- $tPart V: RST and Its Link to Recovery and Resolution Planning -- $t22 Reverse Stress Testing and Recovery and Resolution Planning: An Implementation Perspective -- $t23 Reverse Stress Testing and Recovery Planning: A Conceptual Perspective -- $tPart VI: Governance -- $t24 On the Governance of Reverse Stress Testing -- $t25 Reverse Stress Testing and Recent Research -- $t26 Reverse Stress Testing and Tail Risk -- $t27 Summary and Outlook -- $tList of Abbreviations -- $tList of Figures -- $tList of Tables -- $tAbout the Editors -- $tList of Contributors -- $tIndex 330 $aReverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need for practical guidance describing the entire reverse stress testing process. Reverse Stress Testing in Banking features contributions from a diverse range of established practitioners and academics. Organized in six parts, the book presents a series of contributions providing an in-depth understanding of: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels ? from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks? structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book. 410 4$aThe Moorad Choudhry Global Banking 606 $aBanks and banking 606 $aBanks and banking$xRisk management 606 $aBank failures$xPrevention 610 $aIntegrated Stress Testing. 610 $aRegulators. 610 $aReverse Stress Testing. 615 0$aBanks and banking. 615 0$aBanks and banking$xRisk management. 615 0$aBank failures$xPrevention. 676 $a332.10681 702 $aBellini$b Tiziano 702 $aMayenberger$b Daniel 702 $aEichhorn$b Michael 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910554223003321 996 $aReverse stress testing in banking$92818787 997 $aUNINA