Stress Testing for Risk Control Under Basel II
- Dimitris Chorafas, Independent Finance Consultant, France
IT Directors, IT Managers, and Risk Mangement Directors in financial services industries worldwide; risk management software application developers in financial institutions and in software firms providing financial applications and solutions; Consultants providing IT and risk management services to the financial services industry.
- Published: November 2006
- Imprint: BUTTERWORTH HEINEMANN
- ISBN: 978-0-7506-8305-0
"Whenever I want to know anything about risk management, I turn to Dimitris Chorafas. Chorafas' latest book, STRESS TESTING FOR RISK CONTROL UNDER BASEL II, promises to be the key reference for those interested in the sensitivity analysis of exposure and other sorts of risks that financial services companies not only want to, but MUST model and understand." -- Christopher L Tucci, Professor of Management of Technology, Chair in Corporate Strategy & Innovation, École Polytechnique Fédérale de Lausanne (EPFL), Switzerland