How Long to Read Coherent Stress Testing

How Long Does it Take to Read Coherent Stress Testing?

It takes the average reader 4 hours and 5 minutes to read Coherent Stress Testing by Riccardo Rebonato

Assuming a reading speed of 250 words per minute. Learn more

Description

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by introducing a new and very intuitively appealing approach to stress testing based on expert judgement and Bayesian networks. It constitutes a radical departure from the traditional statistical methodologies based on Economic Capital or Extreme-Value-Theory approaches. The book is split into four parts. Part I looks at stress testing and at its role in modern risk management. It discusses the distinctions between risk and uncertainty, the different types of probability that are used in risk management today and for which tasks they are best used. Stress testing is positioned as a bridge between the statistical areas where VaR can be effective and the domain of total Keynesian uncertainty. Part II lays down the quantitative foundations for the concepts described in the rest of the book. Part III takes readers through the application of the tools discussed in part II, and introduces two different systematic approaches to obtaining a coherent stress testing output that can satisfy the needs of industry users and regulators. In part IV the author addresses more practical questions such as embedding the suggestions of the book into a viable governance structure.

How long is Coherent Stress Testing?

Coherent Stress Testing by Riccardo Rebonato is 238 pages long, and a total of 61,404 words.

This makes it 80% the length of the average book. It also has 75% more words than the average book.

How Long Does it Take to Read Coherent Stress Testing Aloud?

The average oral reading speed is 183 words per minute. This means it takes 5 hours and 35 minutes to read Coherent Stress Testing aloud.

What Reading Level is Coherent Stress Testing?

Coherent Stress Testing is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Coherent Stress Testing?

Coherent Stress Testing by Riccardo Rebonato is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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