Handbook of Financial Stress Testing

Author: J. Doyne Farmer
Publisher: Cambridge University Press
Published: 07/07/2022
Pages: 500
Binding Type: Hardcover
Weight: 3.50lbs
Size: 9.90h x 7.20w x 1.50d
ISBN: 9781108830737

About the Author
Doyne Farmer, J.: - J. Doyne Farmer is Director of Complexity Economics at the Mathematical Institute for New Economic Thinking at the Oxford Martin School, and is the Baillie Gifford Professor at Mathematical Institute at the University of Oxford, as well as an External Professor at the Santa Fe Institute. His current research is in economics, including financial stability, sustainability, technological change and economic simulation. He was a founder of Prediction Company, a quantitative automated trading firm that was sold to the United Bank of Switzerland in 2006. His past research spans complex systems, dynamical systems, time series analysis and theoretical biology. He founded the Complex Systems Group at Los Alamos National Laboratory, and while a graduate student in the 1970s he built the first wearable digital computer, which was successfully used to predict the game of roulette.Kleinnijenhuis, Alissa M.: - Alissa M. Kleinnijenhuis is a Research Scholar at the Stanford Institute for Economic Policy Research (SIEPR), at Stanford University. She is also a Senior Research Fellow at INET, at the University of Oxford. Her research focuses on the systemic implications of financial regulation, market design and dynamics, and climate risk. Her recent work has shed light on the system-wide implications of key pillars of the post-crisis regulatory reform. She has also developed novel tools, including system-wide stress tests, to measure systemic risk and evaluate policies. Kleinnijenhuis collaborates with both policymakers and practitioners, including researchers at the Bank of England, the European Central Bank, the International Monetary Fund and Fidelity Investments.Schuermann, Til: - Til Schuermann advises private and public sector clients on stress testing, capital planning, enterprise-wide risk management, model risk management, climate risk and governance including board effectiveness. He serves on several advisory and editorial boards and is an associate editor of the Journal of Financial Services Research and the Journal of Risk.
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