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Stress-testing the Banking System: Methodologies and Applications - Hardcover

Edited By Mario Quagliariello

 
9780521767309: Stress-testing the Banking System: Methodologies and Applications

Synopsis

This book analyses the theoretical underpinnings, as well as the practical aspects, of applying stress-testing methodologies.

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About the Author

Mario Quagliariello is Head of the Risk Analysis Unit at the European Banking Authority (EBA). He previously served as a senior economist in the Regulation and Supervisory Policies Department of Banca d'Italia. He has been the representative of Banca d'Italia in a number of international working groups dealing with financial stability issues at the ECB, CEBS, IMF and the Basel Committee for Banking Supervision and has published several articles in international and Italian journals. His interests concern macro-prudential analysis and stress tests, Basel 2 Capital Accord and procyclicality, the economics of financial regulation. He holds a PhD in Economics from the University of York, UK.

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