Author: J. Doyne Farmer
Publisher:
ISBN: 1108830730
Category : Mathematics
Languages : en
Pages : 729
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Book Description
Discover current uses and future development of stress tests, the most innovative regulatory tool to prevent and fight financial crises.
Author: Gregory S. Thomas
Publisher: Oxford University Press, USA
ISBN: 0190225483
Category : Medical
Languages : en
Pages : 609
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Book Description
The 6th edition of the textbook Ellestad's Stress Testing: Principles and Practice was written for the new and veteran clinician alike performing stress testing. Thoroughly updated, referenced and interspersed with case examples, the book reviews how to get the most out exercise testing, without and with ancillary imaging. In addition to evaluation of ST segment depression, other powerful tools to detect ischemia and forecast the future are reviewed to increase the diagnostic accuracy and prognostic ability of exercise testing. The recognition and significance of exercise induced arrhythmias and conduction defects are examined. When to convert to pharmacologic stress or add ancillary imaging, including myocardial perfusion imaging, echocardiography, coronary calcium scoring, and magnetic reference imaging are reviewed. The use of stress testing in the management of obstructive and non-obstructive coronary artery disease (CAD), heart failure, cardiac rehabilitation, peripheral vascular disease, congenital heart and other cardiovascular diseases (CVD) is examined. Options to optimize the diagnostic capabilities of exercise and other diagnostic testing for women are highlighted. Strategic use of exercise testing in the face of a decreasing burden of CAD in the developed world, as well as the opportunity to rely on exercise testing as the first test to evaluate CVD in the developing world, are reviewed. The fundamentals of exercise physiology and myocardial ischemia that serve as the foundation for exercise testing in health and disease are --
Author: Riccardo Rebonato
Publisher: John Wiley & Sons
ISBN: 0470971487
Category : Business & Economics
Languages : en
Pages : 269
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Book Description
In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by introducing a new and very intuitively appealing approach to stress testing based on expert judgement and Bayesian networks. It constitutes a radical departure from the traditional statistical methodologies based on Economic Capital or Extreme-Value-Theory approaches. The book is split into four parts. Part I looks at stress testing and at its role in modern risk management. It discusses the distinctions between risk and uncertainty, the different types of probability that are used in risk management today and for which tasks they are best used. Stress testing is positioned as a bridge between the statistical areas where VaR can be effective and the domain of total Keynesian uncertainty. Part II lays down the quantitative foundations for the concepts described in the rest of the book. Part III takes readers through the application of the tools discussed in part II, and introduces two different systematic approaches to obtaining a coherent stress testing output that can satisfy the needs of industry users and regulators. In part IV the author addresses more practical questions such as embedding the suggestions of the book into a viable governance structure.
Author: Dennis A. Tighe
Publisher: John Wiley & Sons
ISBN: 1119481775
Category : Medical
Languages : en
Pages : 438
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Book Description
The go-to handbook for those performing and analysing cardiac stress tests The stress test is key to the clinical evaluation and management of patients with known or potential cardiovascular disease. By measuring the heart's ability to respond to external stress, it can provide vital insights into the general physical condition of patients, highlighting abnormalities in blood flow, risk of coronary artery disease, and more. The Pocket Guide to Stress Testing gives cardiology professionals a complete breakdown of this everyday procedure that they can carry with them and consult on the go. This second edition has been fully revised to reflect the most up-to-date information available on the best approaches to conducting and interpreting various forms of stress test. With chapters spanning topics such as testing guidelines, nuclear imaging techniques, and emergency and aftercare protocols, the clear and practical contents cover all aspects of the subject. This essential new text includes: A complete overview of exercise stress testing, covering indications, protocols, preparation, and interpretation Guidelines for the standard treadmill test, as well as for the various pharmacological stress tests for patients unable to complete an exercise ECG test An extensive list of references and reading suggestions to help trainees to expand their knowledge End-of-chapter summaries and new tables and illustrations As the field of cardiology continues to change and develop apace, this new edition of The Pocket Guide to Stress Testing provides physicians, trainee cardiologists, and cardiac nurses with a reliable, up-to-date resource for use in everyday practice.
Author: Timothy F. Geithner
Publisher: Crown
ISBN: 0804138605
Category : Biography & Autobiography
Languages : en
Pages : 610
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Book Description
New York Times Bestseller Washington Post Bestseller Los Angeles Times Bestseller Stress Test is the story of Tim Geithner’s education in financial crises. As president of the Federal Reserve Bank of New York and then as President Barack Obama’s secretary of the Treasury, Timothy F. Geithner helped the United States navigate the worst financial crisis since the Great Depression, from boom to bust to rescue to recovery. In a candid, riveting, and historically illuminating memoir, he takes readers behind the scenes of the crisis, explaining the hard choices and politically unpalatable decisions he made to repair a broken financial system and prevent the collapse of the Main Street economy. This is the inside story of how a small group of policy makers—in a thick fog of uncertainty, with unimaginably high stakes—helped avoid a second depression but lost the American people doing it. Stress Test is also a valuable guide to how governments can better manage financial crises, because this one won’t be the last. Stress Test reveals a side of Secretary Geithner the public has never seen, starting with his childhood as an American abroad. He recounts his early days as a young Treasury official helping to fight the international financial crises of the 1990s, then describes what he saw, what he did, and what he missed at the New York Fed before the Wall Street boom went bust. He takes readers inside the room as the crisis began, intensified, and burned out of control, discussing the most controversial episodes of his tenures at the New York Fed and the Treasury, including the rescue of Bear Stearns; the harrowing weekend when Lehman Brothers failed; the searing crucible of the AIG rescue as well as the furor over the firm’s lavish bonuses; the battles inside the Obama administration over his widely criticized but ultimately successful plan to end the crisis; and the bracing fight for the most sweeping financial reforms in more than seventy years. Secretary Geithner also describes the aftershocks of the crisis, including the administration’s efforts to address high unemployment, a series of brutal political battles over deficits and debt, and the drama over Europe’s repeated flirtations with the economic abyss. Secretary Geithner is not a politician, but he has things to say about politics—the silliness, the nastiness, the toll it took on his family. But in the end, Stress Test is a hopeful story about public service. In this revealing memoir, Tim Geithner explains how America withstood the ultimate stress test of its political and financial systems.
Author: Tiziano Bellini
Publisher: Academic Press
ISBN: 0128036117
Category : Mathematics
Languages : en
Pages : 318
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Book Description
Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies. - Provides a rigorous statistical framework for modeling stress test in line with U.S. Federal Reserve FRB CCAR (Comprehensive Capital Analysis Review), U.K. PRA (Prudential Regulatory Authority), EBA (European Baning Authorithy) and comply with Basel Accord requirements - Follows an integrated bottom-up approach central in the most advanced risk modelling practice - Provides numerous sample codes in Matlab and R
Author: Michitoshi Inoue
Publisher: Springer Science & Business Media
ISBN: 4431683674
Category : Medical
Languages : en
Pages : 330
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Book Description
Research centering on blood flow in the heart continues to hold an important position, especially since a better understanding of the subject may help reduce the incidence of coronary arterial disease and heart attacks. This book summarizes recent advances in the field; it is the product of fruitful cooperation among international scientists who met in Japan in May, 1990 to discuss the regulation of coronary blood flow.
Author: Mario Quagliariello
Publisher: Cambridge University Press
ISBN: 1139482831
Category : Business & Economics
Languages : en
Pages : 355
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Book Description
Stress tests are used in risk management by banks in order to determine how certain crisis scenarios would affect the value of their portfolios, and by public authorities for financial stability purposes. Until the first half of 2007, interest in stress-testing was largely restricted to practitioners. Since then, the global financial system has been hit by deep turbulences, including the fallout from sub-prime mortgage lending. Many observers have pointed out that the severity of the crisis has been largely due to its unexpected nature and have claimed that a more extensive use of stress-testing methodologies would have helped to alleviate the repercussions of the crisis. This book analyses the theoretical underpinnings, as well as the practical aspects, of applying such methodologies. Building on the experience gained by the economists of many national and international financial authorities, it provides an updated toolkit for both practitioners and academics.
Author: Michael Eichhorn
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110644959
Category : Business & Economics
Languages : en
Pages : 483
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Book Description
Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need for practical guidance describing the entire reverse stress testing process. Reverse Stress Testing in Banking features contributions from a diverse range of established practitioners and academics. Organized in six parts, the book presents a series of contributions providing an in-depth understanding of: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels – from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks’ structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.
Author: Ian Robertson
Publisher: Bloomsbury Publishing USA
ISBN: 1632867311
Category : Business & Economics
Languages : en
Pages : 257
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Book Description
From one of the world's most respected neuroscientists, an eye-opening study of why we react to pressure in the way we do and how to be energized rather than defeated by stress. Why is it that some people react to seemingly trivial emotional upsets--like failing an unimportant exam or tackling a difficult project at work--with distress, while others power through life-changing tragedies showing barely any emotional upset whatsoever? How do some people shine brilliantly at public speaking while others stumble with their words and seem on the verge of an anxiety attack? Why do some people sink into all-consuming depression when life has dealt them a poor hand, while in others it merely increases their resilience? The difference between too much pressure and too little can result in either debilitating stress or lack of motivation in extreme situations. However, the right level of challenge and stress can help people flourish and achieve more than they ever thought possible. In THE STRESS TEST, clinical psychologist and cognitive neuroscientist Ian Robertson, armed with over four decades of research, reveals how we can shape our brain's response to pressure and how stress actually can be a good thing. THE STRESS TEST is a revelatory study of how and why we react to pressure as we do, and how we can change our response to stress to our benefit.
