Modern approaches to stress testing central banks and financial systems [electronic resource] : lessons learned from the crisis / Alexey Lobanov.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (70 min.) : color, sound)Subject(s): Bank failures -- Prevention | Banks and banking, Central -- Risk management | Financial crises | Financial risk managementOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Risk profile of central banks -- Risk management issues at central banks -- Objectives for stress testing at financial firms, central banks and regulators -- Stress testing on portfolio level -- Pre-crisis recommendations for stress testing -- Innovative stress testing methodologies -- Stress testing financial systems -- Bottom-up and top-down approaches to macro stress testing -- Examples of top-down stress testing -- Case study: FSAP scenarios and real dimensions of crisis in Russia in 2008-09 -- Select principles for sound stress testing -- Reverse stress testing -- Open issues and challenges.
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Mode of access: World Wide Web.