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Risk Books : Firm-wide Stress Testing and Economic Capital

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Description

Firm-wide Stress Testing and Economic Capital by Risk Books provides a comprehensive framework for modeling economic capital and stress testing across all risk types. This book offers clear insights into integrated risk models and how they support strategic decision making within a firm. Readers will learn how to construct and connect economic capital and firm-wide stress testing models while understanding the necessary considerations and assumptions. The text also explains how to recognize and use the connections between liquidity, capital, and strategy. Written by Ahraz Sheikh, an independent consultant, this resource is designed for professionals seeking to master integrated risk management practices.

Key Features

Risk Books presents a common framework for economic capital and firm-wide stress testing modeling across all risk types.

Learn how to construct and connect economic capital and firm-wide stress testing models effectively.

Gain insights into integrated risk models and their application in strategic decision making.

Understand the specific considerations and assumptions required for effective risk modeling.

Discover how to utilize the connections between liquidity, capital, and organizational strategy.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
31 January 2018
Listed Since
04 July 2018

Barcode

No barcode data available

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