Stress Testing for Risk Control Under Basel II

Features

• Cover Type: Hard Cover with 360 pages
• Published by: Butterworth-Heinemann December 20, 2006
• Written in: English
• ISBN 10 Number: 0750683058
• ISBN 13 Number: 978-0750683050
• Book Dimensions: 9.3 x 6.7 x 1.1 inches
• Weighs: 1.5 pounds

Reader Reviews
While reading this book you just can't believe how horrible it is. After almost finishing it (I couldn't) you close it and then ask yourself what was this....you have some recollection that the book started with some topic on Basel II but then what happened you just don't know. All in all there is no substance in this book. I bought this book expecting quite a lot especially on the techniques and methods. Instead what you get is pure BS and that is putting it lightly. The author goes on and on (quite often repetitive) on how some things are connected, structured and that they should actually be measured and stress testing should be performed. No kidding!!! But then how you should do this technically there is absolutely nothing. I just can't imagine this to be a book that someone serious in risk management or in Basel II would take on and it would be of some use. Overall, this book is like a really bad movie...you simply leave the theater. Comment (1) | | (Report this)