TY - ADVS AU - Lobanov,A.A. TI - Modern approaches to stress testing central banks and financial systems: lessons learned from the crisis T2 - Risk management for sovereign institutions : innovations in strategic risk management for volatile times, PY - 2012/// CY - London PB - Henry Stewart Talks KW - Bank failures KW - Prevention. KW - Banks and banking, Central KW - Risk management. KW - Financial crises. KW - Financial risk management. N1 - 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; Access restricted to subscribers UR - https://hstalks.com/bm/2261/ UR - https://hstalks.com/bm/p/670/ ER -