Outlines and Highlights for Coherent Stress Testing
Title | Outlines and Highlights for Coherent Stress Testing PDF eBook |
Author | Cram101 Textbook Reviews |
Publisher | Academic Internet Pub Incorporated |
Pages | 78 |
Release | 2011-03 |
Genre | Education |
ISBN | 9781428831179 |
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780470666012 .
Coherent Stress Testing
Title | Coherent Stress Testing PDF eBook |
Author | Riccardo Rebonato |
Publisher | John Wiley & Sons |
Pages | 269 |
Release | 2010-06-10 |
Genre | Business & Economics |
ISBN | 0470971487 |
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by introducing a new and very intuitively appealing approach to stress testing based on expert judgement and Bayesian networks. It constitutes a radical departure from the traditional statistical methodologies based on Economic Capital or Extreme-Value-Theory approaches. The book is split into four parts. Part I looks at stress testing and at its role in modern risk management. It discusses the distinctions between risk and uncertainty, the different types of probability that are used in risk management today and for which tasks they are best used. Stress testing is positioned as a bridge between the statistical areas where VaR can be effective and the domain of total Keynesian uncertainty. Part II lays down the quantitative foundations for the concepts described in the rest of the book. Part III takes readers through the application of the tools discussed in part II, and introduces two different systematic approaches to obtaining a coherent stress testing output that can satisfy the needs of industry users and regulators. In part IV the author addresses more practical questions such as embedding the suggestions of the book into a viable governance structure.
Outlines and Highlights for Foundations of Stress Waves by Lili Wang, Isbn
Title | Outlines and Highlights for Foundations of Stress Waves by Lili Wang, Isbn PDF eBook |
Author | Cram101 Textbook Reviews |
Publisher | Academic Internet Pub Incorporated |
Pages | 72 |
Release | 2011-04 |
Genre | Education |
ISBN | 9781614612810 |
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780080444949 .
Outlines and Highlights for Measuring Stress in Humans
Title | Outlines and Highlights for Measuring Stress in Humans PDF eBook |
Author | Cram101 Textbook Reviews |
Publisher | Academic Internet Pub Incorporated |
Pages | 128 |
Release | 2011-03 |
Genre | Education |
ISBN | 9781428820791 |
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780521844796 .
Portfolio Management under Stress
Title | Portfolio Management under Stress PDF eBook |
Author | Riccardo Rebonato |
Publisher | Cambridge University Press |
Pages | 519 |
Release | 2013 |
Genre | Business & Economics |
ISBN | 1107048117 |
A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.
Outlines and Highlights for Psychological Testing Across the Lifespan by Bill Van Ornum, Isbn
Title | Outlines and Highlights for Psychological Testing Across the Lifespan by Bill Van Ornum, Isbn PDF eBook |
Author | Cram101 Textbook Reviews |
Publisher | Academic Internet Pub Incorporated |
Pages | 344 |
Release | 2009-12 |
Genre | Education |
ISBN | 9781428855281 |
Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780131835306 .
A Coherent Framework for Stress-testing
Title | A Coherent Framework for Stress-testing PDF eBook |
Author | Jeremy Berkowitz |
Publisher | |
Pages | 0 |
Release | 1999 |
Genre | |
ISBN |