{"product_id":"stress-testing-and-risk-integration-tiziano-bellini-9780128035900","title":"Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (in MATLAB and R)","description":"\u003cp\u003e\u003ci\u003eStress Testing and Risk Integration in Banks\u003c\/i\u003e provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. \u003c\/p\u003e \u003cp\u003eInterest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Tiziano Bellini\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0128035900\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780128035900\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Academic Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/03\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 316\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.40lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.88d","brand":"Tiziano Bellini","offers":[{"title":"Hardcover","offer_id":46311010042111,"sku":"9780128035900","price":89.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_d428ae45-e940-4b78-baa2-9578ce77be5b.jpg?v=1730887851","url":"https:\/\/www.whiterainbookhouse.com\/products\/stress-testing-and-risk-integration-tiziano-bellini-9780128035900","provider":"WR Book House","version":"1.0","type":"link"}