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Stress Testing: Approaches, Methods and Applications By Akhtar Siddique, Iftekhar Hasan
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- Sales Rank: #1985935 in Books
- Published on: 2013-05-29
- Original language: English
- Dimensions: 9.21" h x .59" w x 6.30" l,
- Binding: Paperback
- 457 pages
About the Author
Akhtar Siddique
Akhtar Siddique is the Deputy Director of Enterprise Risk Analysis Division of the Comptroller of the Currency (OCC), Washington, USA where he has worked from 2003. He manages a staff of financial economists who provide technical assistance for examinations of national banks in Pillar 2, operational risk, ALLL, economic capital, enterprise wide stress testing, participate in policy initiatives and conduct independent research. He directly participates in examinations and intra and interagency supervisory and policy initiatives, particularly related to Counterparty Credit Risk, Economic Capital, Valuation Issues, ALLL, Stress Testing and Pillar 2. Akhtar has authored numerous papers published in peer reviewed journals including the Journal of Finance, Review of Financial Studies, Management Science and Journal of Accounting Research. He holds a PhD in finance from Duke University and taught finance at Georgetown University prior to joining the OCC.
Iftekhar Hasan
Iftekhar Hasan is the E. Gerald Corrigan Chair in International Business and Finance at the Schools of Business of Fordham University, New York. His research focus is primarily in the area financial intermediation, capital market and corporate finance. He serves as a scientific advisor of the Bank of Finland and a Research Associate at the Berkley Center of New York University. Iftekhar has held several visiting positions at universities and organisations such as the University of Strasbourg, France; University of Limoges, France; University of Carlos III, Spain; University of Rome-Tor Vergata, Italy; EPFL, Switzerland; National Taiwan University, Taiwan; Academy of Economic Studies, Romania, Stern School of Business, USA, Federal Reserve Bank of Atlanta and International Monetary Fund. He is the managing editor of the Journal of Financial Stability and an associate editor in several other journals. Iftekhar has over 225 publications in print, including 12 books and edited volumes, over 150 peer reviewed journal articles in reputed finance, economics, management, operation research, accounting, and management information system journals. Iftekhar received his PhD from University of Houston and also received an Honorary PhD from the Romanian American University in Bucharest.
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