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003 OCoLC;

005 20141212050210.0;

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010 a| 2009010745;

015 a| GBB0231512| bnb;

016 7 a| 0154848372| Uk;

020 a| 9780521767309;

020 a| 052176730X;

029 1 a| BWKb| L1828975;

029 1 a| AU@b| 000043968820;

029 1 a| NLGGCb| 324088183;

035 a| (Sirsi) o316772256;

035 a| (OCoLC)316772256;

049 a| EREE;

050 00 a| HG1601b| .S687 2009;

082 00 a| 332.1068/12| 22;

245 00 a| Stress-testing the banking system :b| methodologies and applications /c| edited by Mario Quagliariello.;

260 a| Cambridge, UK ;a| New York :b| Cambridge University Press,c| 2009.;

300 a| xxii, 329 pages :b| illustrations ;c| 26 cm;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

504 a| Includes bibliographical references and index.;

505 0 a| A framework for assessing financial stability / Maurizio Trapanese -- Macroeconomic stress-testing : definitions and main components / Mario Quagliariello -- Macroeconomic stress-testing banks : a survey of methodologies / Mathias Drehmann -- Scenario design and calibration / Takashi Isogai -- Risk aggregation and economic capital / Vincenzo Tola -- Data needs for stress-testing / Francesco Cannata and Ulrich Krüger -- Use of macro stress tests in policy-making / Patrizia Baudino -- Stress-testing credit risk : the Italian experience / Sebastiano Laviola, Juri Marcucci and Mario Quagliariello -- Stress-testing US banks using economic-value-of-equity (EVE) models / Mike Carhill -- A framework for integrating different risks : the interaction between credit and interest rate risk / Steffen Sorensen and Marco Stringa -- Stress-testing linkages between banks in the Netherlands / Iman van Lelyveld, Franka Liedorp and Marc Pröpper -- An integrated approach to stress-testing : the Austrian Systemic Risk Monitor / Michael Boss ... [et al.] -- From macro to micro : the French experience on credit risk stress-testing / Muriel Tiesset and Clément Martin -- Stress-testing in the EU new member states / Adam Głogowski -- Cross-border macro stress-testing : progress and future challenges for the EU / Olli Castrén, John Fell and Nico Valckx -- Stress-testing at the IMF / Marina Moretti , Stéphanie Stolz and Mark Swinburne.;

650 0 a| Banks and banking.=| ^A25240;

650 0 a| Banks and bankingx| Risk management.=| ^A25240;

650 0 a| Bank failuresx| Prevention.=| ^A315565;

650 0 a| Financial crises.=| ^A359938;

700 1 a| Quagliariello, Mario.=| ^A1219296;

856 42 3| Contributor biographical informationu| http://www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html;

856 42 3| Publisher descriptionu| http://www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html;

856 41 3| Table of contents onlyu| http://www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html;

994 a| C0b| ERE;

938 a| Baker and Taylorb| BTCPn| BK0008315272;

938 a| YBP Library Servicesb| YANKn| 3039985;

938 a| Blackwell Book Service UKb| BBUKn| L1828975c| 70.00;

596 a| 1;

998 a| 2192949;

999 a| HG1601 .S687 2009w| LCc| 1i| 30372015319897d| 4/23/2010e| 4/12/2010l| JGESm| JOYNERr| Ys| Yt| JGESBKu| 4/8/2010x| BOOKz| JSTACKSo| .STAFF. jmpl;

Stress-testing the banking system : methodologies and applications / edited by Mario Quagliariello.

Other author	Quagliariello, Mario.
Format	Book
Publication Info	Cambridge, UK ; New York : Cambridge University Press, 2009.
Description	xxii, 329 pages : illustrations ; 26 cm
Supplemental Content	Contributor biographical information
Supplemental Content	Publisher description
Supplemental Content	Table of contents only
Subjects	Banks and banking. Banks and banking--Risk management. Bank failures--Prevention. Financial crises.

Contents	A framework for assessing financial stability / Maurizio Trapanese -- Macroeconomic stress-testing : definitions and main components / Mario Quagliariello -- Macroeconomic stress-testing banks : a survey of methodologies / Mathias Drehmann -- Scenario design and calibration / Takashi Isogai -- Risk aggregation and economic capital / Vincenzo Tola -- Data needs for stress-testing / Francesco Cannata and Ulrich Krüger -- Use of macro stress tests in policy-making / Patrizia Baudino -- Stress-testing credit risk : the Italian experience / Sebastiano Laviola, Juri Marcucci and Mario Quagliariello -- Stress-testing US banks using economic-value-of-equity (EVE) models / Mike Carhill -- A framework for integrating different risks : the interaction between credit and interest rate risk / Steffen Sorensen and Marco Stringa -- Stress-testing linkages between banks in the Netherlands / Iman van Lelyveld, Franka Liedorp and Marc Pröpper -- An integrated approach to stress-testing : the Austrian Systemic Risk Monitor / Michael Boss ... [et al.] -- From macro to micro : the French experience on credit risk stress-testing / Muriel Tiesset and Clément Martin -- Stress-testing in the EU new member states / Adam Głogowski -- Cross-border macro stress-testing : progress and future challenges for the EU / Olli Castrén, John Fell and Nico Valckx -- Stress-testing at the IMF / Marina Moretti , Stéphanie Stolz and Mark Swinburne.
Bibliography note	Includes bibliographical references and index.
LCCN	2009010745
ISBN	9780521767309
ISBN	052176730X

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Stress-testing the banking system : methodologies and applications / edited by Mario Quagliariello.

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