About this eBook
Reverse 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.
About the author
Michael Eichhorn, Managing Director, Credit Suisse; Tiziano Bellini, Director, Blackrock; Daniel Mayenberger, trading, banking and investment expert
Rate this eBook
Tell us what you think.
Reading information
Smartphones and tablets
Install the Google Play Books app for Android and iPad/iPhone. It syncs automatically with your account and allows you to read online or offline wherever you are.
Laptops and computers
You can listen to audiobooks purchased on Google Play using your computer's web browser.
eReaders and other devices
To read on e-ink devices like Kobo eReaders, you'll need to download a file and transfer it to your device. Follow the detailed Help Centre instructions to transfer the files to supported eReaders.
