Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as...

Written by a leading financial analyst, this new book provides a detailed overview of the new regulatory environment facing the financial industry. Whilst the 1980s and early 1990s focused on deregulation within the financial sector, today a key point of interest has become re-regulation - and...

3.8 Advice on implementing the stress testNotes; Chapter 4 Stress analysis and its tools; 4.1 Introduction; 4.2 The need for a scientific approach; 4.3 Science and the scientific method; 4.4 Fundamentals of stress analysis; 4.5 Case studies with scenario analysis; 4.6 Using the Delphi method; 4.7...