Reverse Stress Testing in Banking : A Comprehensive Guide

Frontmatter -- Advance Praise for Reverse Stress Testing in Banking -- Acknowledgements -- Foreword -- Contents -- Part I: Fundamentals of Reverse Stress Testing -- 1 Reverse Stress Testing: A Versatile Thinking Tool -- 2 Reverse Stress Testing in Banks -- 3 Reverse Stress Testing: An Overview of Regulatory Guidance -- Part II: Quantitative Use Cases -- 4 Quantitative Reverse Stress Testing -- 5 Reverse Stress Testing Asset and Liability Portfolios -- 6 Reverse Liquidity Stress Testing -- 7 Reverse Stress Testing Banking Networks -- 8 Reflections on Macroprudential Reverse Stress Testing -- 9 Reverse Stress Testing: Reliability Analysis -- Part III: Qualitative Use Cases -- 10 Qualitative Reverse Stress Testing -- 11 Reverse Stress Testing with Cognitive Maps -- 12 Reverse Stress Testing with Strategic Management Tools -- 13 Mild Reverse Stress Testing -- Part IV: Application of Artificial Intelligence, Quantum Computing and Technology -- 14 Application of Artificial Intelligence and Big Data to Identify Business Vulnerabilities -- 15 Reverse Stress Testing Using Artificial Intelligence Techniques -- 16 Reverse Stress Testing and Funding Sets -- 17 Capital and Collateral Simulation for Reverse Stress Testing -- 18 Multi-Period Reverse Stress Testing Using Quantum and Simulated Annealing -- 19 Reverse Stress Testing and Technology -- 20 Robust Model Development in Reverse Stress Testing -- 21 The Role of Artificial Intelligence as Central Banker and in the Stability of Markets -- Part V: RST and Its Link to Recovery and Resolution Planning -- 22 Reverse Stress Testing and Recovery and Resolution Planning: An Implementation Perspective -- 23 Reverse Stress Testing and Recovery Planning: A Conceptual Perspective -- Part VI: Governance -- 24 On the Governance of Reverse Stress Testing -- 25 Reverse Stress Testing and Recent Research -- 26 Reverse Stress Testing and Tail Risk -- 27 Summary and Outlook -- List of Abbreviations -- List of Figures -- List of Tables -- About the Editors -- List of Contributors -- Index