Lobanov, A. A.

Modern approaches to stress testing central banks and financial systems lessons learned from the crisis / [electronic resource] Alexey Lobanov. - London : Henry Stewart Talks, 2012. - 1 online resource (1 streaming video file (70 min.) : color, sound). - Risk management for sovereign institutions : innovations in strategic risk management for volatile times . - Henry Stewart talks. Marketing & management collection. Risk management for sovereign institutions .

Animated audio-visual presentation with synchronized narration. Title from title frames.

Contents: Risk profile of central banks -- Risk management issues at central banks -- Objectives for stress testing at financial firms, central banks and regulators -- Stress testing on portfolio level -- Pre-crisis recommendations for stress testing -- Innovative stress testing methodologies -- Stress testing financial systems -- Bottom-up and top-down approaches to macro stress testing -- Examples of top-down stress testing -- Case study: FSAP scenarios and real dimensions of crisis in Russia in 2008-09 -- Select principles for sound stress testing -- Reverse stress testing -- Open issues and challenges.

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3144 Henry Stewart Talks


Bank failures--Prevention.
Banks and banking, Central--Risk management.
Financial crises.
Financial risk management.