The Moorad Choudhry Global Banking Series
edited by Professor Moorad Choudhry
The Moorad Choudhry Global Banking series is a new collection of books aimed at market practitioners, academics and graduate students in key areas of global banking. It covers core topics such as risk management, corporate governance and strategy, as well as recent developments affecting the future of banking, including digital banking, machine learning, fintech, blockchain and the latest in product development.
The series is designed to be all-encompassing, with titles ranging from technical and specialist areas such as derivatives central clearing to wider areas of social interest such as corporate governance and corporate social responsibility in banking. It aims to present current and future best-practice in all aspects of banking, from the world's leading writers on this topic. Authors will be experienced and respected practitioners and academics from globally recognised institutions.
The series engages a global perspective on the changing nature of banking. It seeks authors with innovative approaches to the subject or an interest in challenging established conventions. It welcomes both monographs and edited collections that share these aims. We are looking for interesting new book proposals, which might include:
Individual monographs which allow research ideas to be developed at greater length than might be possible in journal articles
Edited volumes which draw together multiple contributors from different organisations and institutions around a particular theme
Technical publications covering specialist topics
Contributions which offer novel approaches to any aspect of banking.
Series Editor:
If you are interested in submitting a proposal or have any questions, please contact the Series Editor:
mooradchoudhry@gmail.com
Professor Moorad Choudhry
P.O. Box 101 East Horsley KT24 5EU
England
Mobile/WhatsApp +447767624942
Moorad Choudhry about his series at De Gruyter: https://www.youtube.com/watch?v=VYFpIjrz8Yo&list=PLfcENNPixVmNtH86X0G6YnYOF9GLh3Tu9&index=3
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.
