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

• Material Type: 図書
• ISBN: 9780521767309; 052176730X
• Title: Stress-testing the banking system : methodologies and applications / edited by Mario Quagliariello.
• Author Heading: Quagliariello, Mario.
• Publication, Distribution, etc.: Cambridge, UK : Cambridge University Press; New York : Cambridge University Press
• Publication Date: 2009.
• Publication Date (W3CDTF): 2009
• Extent: xxii, 329 p. : ill. ; 26 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Banks and banking.; Banks and banking -- Risk management.; Bank failures -- Prevention.; Financial crises.; Bank.; Kreditrisiko.; Risikomanagement.; Stress.; Test.; Simulation.
• LCC: HG1601
• DDC: 332.1068/1
• NDLC: DF231
• Note (General): Related URL: Contributor biographical information http: //www.loc.gov/catdir/enhancements/fy0907/2009010745-b.html.; Related URL: Publisher description http: //www.loc.gov/catdir/enhancements/fy0907/2009010745-d.html.; Related URL: Table of contents only http: //www.loc.gov/catdir/enhancements/fy0907/2009010745-t.html.
• Note (Bibliography): Includes bibliographical references and index.
• Holding library: 国立国会図書館
• Call No.: DF231-B89
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000010718216; http://id.ndl.go.jp/bib/000010718216
• LC Control Number: 2009010745; https://lccn.loc.gov/2009010745
• OCLC No.: 316772256; https://www.worldcat.org/oclc/316772256
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: A framework for assessing financial stability / Maurizio TrapaneseMacroeconomic stress-testing : definitions and main components / Mario Quagliariello...
• Summary, etc.: "Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and ...