Stress Testing for Financial Risk Management

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dc.contributor.advisor Basso, Antonella it_IT Nikoci, Besjana <1989> it_IT 2015-06-29 it_IT 2016-01-30T14:15:34Z 2015-06-29 it_IT
dc.description.abstract The complexity and duration of the financial crisis has led many banks and authorities to question the adequacy of stress testing practices prior to the crisis and their efficiency to cope with rapidly changing circumstances. Stress testing is a process to identify and manage situations that could cause extraordinary losses and it is an important risk management tool that is used by banks as part of their internal risk management. Majority of models make assumptions that do not hold in abnormal markets. Therefore, stress tests are vital for a comprehensive picture of risk. In this thesis we will be introducing basics of stress-testing and elaborate on its models and methodologies. it_IT
dc.language.iso it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Besjana Nikoci, 2015 it_IT
dc.title Stress Testing for Financial Risk Management it_IT
dc.title.alternative it_IT
dc.type Bachelor Thesis it_IT Economia - economics it_IT Laurea magistrale it_IT Dipartimento di Economia it_IT
dc.description.academicyear 2014/2015, sessione estiva it_IT
dc.rights.accessrights closedAccess it_IT
dc.thesis.matricno 850904 it_IT
dc.subject.miur it_IT
dc.description.note it_IT it_IT it_IT 10000-01-01
dc.provenance.upload Besjana Nikoci (, 2015-06-29 it_IT
dc.provenance.plagiarycheck Antonella Basso (, 2015-06-29 it_IT

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