压力测试是预防和应对金融危机最具创新性的监管工具。它们的使用从根本上改变了金融系统的模型、公共和私营部门的金融风险管理，以及旨在预防和缓解金融危机的政策。当金融危机袭来时，压力测试占据了中心位置。尽管压力测试在公共政策中居于中心地位，但其优化设计和使用仍存在很大争议。这本手册由学术界、公共部门和私营部门的顶尖思想家组成的国际团队撰写，全面调查和评估了游戏状态，并绘制了将决定未来道路的创新图表。它是一个综合性的跨学科资源，在理论和实践之间架起桥梁，并将财务压力测试置于更广泛的背景中。本指南是从事金融风险管理和金融监管工作的研究人员、从业者和决策者的必备读物。
Handbook of Financial Stress Testing
Stress tests are the most innovative regulatory tool to prevent and fight financial crises. Their use has fundamentally changed the modeling of financial systems, financial risk management in the public and private sector, and the policies designed to prevent and mitigate financial crises. When financial crises hit, stress tests take center stage. Despite their centrality to public policy, the optimal design and use of stress tests remains highly contested. Written by an international team of leading thinkers from academia, the public sector, and the private sector, this handbook comprehensively surveys and evaluates the state of play and charts the innovations that will determine the path ahead. It is a comprehensive and interdisciplinary resource that bridges theory and practice and places financial stress testing in its wider context. This guide is essential reading for researchers, practitioners, and policymakers working on financial risk management and financial regulation.
OR
