Reverse Stress Testing in Banking : : A Comprehensive Guide / / ed. by Michael Eichhorn, Tiziano Bellini, Daniel Mayenberger.
Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need...
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