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- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
Risk Management in Banks and Insurance Companies
Step by Step
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
116,45 €
+ 232 points
Description
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.
The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 215
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9783031428357
- Date de parution :
- 20-07-24
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 152 mm x 226 mm
- Poids :
- 476 g
