Faithin Omaha eBook Collection

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalue

A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.

Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.

Today's top financial-risk professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But th

Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also