13 Mild Reverse Stress Testing

Kapitel in diesem Buch

1. Frontmatter I
2. Advance Praise for Reverse Stress Testing in Banking V
3. Acknowledgements VII
4. Foreword IX
5. Contents XI
6. Part I: Fundamentals of Reverse Stress Testing
7. 1 Reverse Stress Testing: A Versatile Thinking Tool 1
8. 2 Reverse Stress Testing in Banks 17
9. 3 Reverse Stress Testing: An Overview of Regulatory Guidance 55
10. Part II: Quantitative Use Cases
11. 4 Quantitative Reverse Stress Testing 99
12. 5 Reverse Stress Testing Asset and Liability Portfolios 121
13. 6 Reverse Liquidity Stress Testing 149
14. 7 Reverse Stress Testing Banking Networks 161
15. 8 Reflections on Macroprudential Reverse Stress Testing 177
16. 9 Reverse Stress Testing: Reliability Analysis 203
17. Part III: Qualitative Use Cases
18. 10 Qualitative Reverse Stress Testing 221
19. 11 Reverse Stress Testing with Cognitive Maps 249
20. 12 Reverse Stress Testing with Strategic Management Tools 269
21. 13 Mild Reverse Stress Testing 291
22. Part IV: Application of Artificial Intelligence, Quantum Computing and Technology
23. 14 Application of Artificial Intelligence and Big Data to Identify Business Vulnerabilities 307
24. 15 Reverse Stress Testing Using Artificial Intelligence Techniques 321
25. 16 Reverse Stress Testing and Funding Sets 341
26. 17 Capital and Collateral Simulation for Reverse Stress Testing 349
27. 18 Multi-Period Reverse Stress Testing Using Quantum and Simulated Annealing 361
28. 19 Reverse Stress Testing and Technology 383
29. 20 Robust Model Development in Reverse Stress Testing 399
30. 21 The Role of Artificial Intelligence as Central Banker and in the Stability of Markets 417
31. Part V: RST and Its Link to Recovery and Resolution Planning
32. 22 Reverse Stress Testing and Recovery and Resolution Planning: An Implementation Perspective 429
33. 23 Reverse Stress Testing and Recovery Planning: A Conceptual Perspective 457
34. Part VI: Governance
35. 24 On the Governance of Reverse Stress Testing 485
36. 25 Reverse Stress Testing and Recent Research 495
37. 26 Reverse Stress Testing and Tail Risk 519
38. 27 Summary and Outlook 537
39. List of Abbreviations 551
40. List of Figures 553
41. List of Tables 559
42. About the Editors 561
43. List of Contributors 563
44. Index 569