Faithin Omaha eBook Collection

Download or read book An Introduction to Stress Testing and Risk Integration in Banks Academic Press (an Imprint of Elsevier). written by Tiziano Bellini and published by . This book was released on 2017 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the 2007-09 crisis, increasing attention has been devoted to capital adequacy and balance sheet integrity. Banks have been required to improve the quality of their own funds, strengthen their liquidity structure, and enforce their risk management processes. This paper serves the purpose of introducing the book Stress testing and risk integration in banks. The latter outlines the regulatory response to the recent financial crunch. On this subject, stress tests and risk integration are useful tools to enhance bank resilience against adverse conditions. The illustrative example of Bank Alpha points out how an international bank runs its business. It is used throughout the book to point out all complex challenges one needs to face when modelling risks. As in an executive summary, this introduction highlights some of Bank Alphas main stress testing and risk integration results. Finally, a practical guide to explore the text is provided. It serves as a map for the reader looking for orientation during the deep-dive journey.