Stress Testing for Risk Control Under Basel IIBy
- Dimitris Chorafas
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.
Hardbound, 360 Pages
Published: November 2006
Imprint: Butterworth Heinemann
"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, Ãcole Polytechnique FÃ©dÃ©rale de Lausanne (EPFL), Switzerland