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.
Access restricted to subscribers.
Mode of access: World Wide Web. System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
3144 Henry Stewart Talks
Bank failures--Prevention. Banks and banking, Central--Risk management. Financial crises. Financial risk management.