Contacto
Como comprar
Entrega
Guia de compras
Stress Testing and Risk Integration in Banks
A Statistical Framework and Practical Software Guide (in Matlab and R)
Inglês
250 b
Até 30 dias para devoluções
Os clientes também compraram
Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (in Matlab and R) provides a comprehensive view of risk management that emphasizes the stress testing process. Using a bottom-up risk integration strategy, the book presents a multi-country bank prototype to assess bank solvency in periods both long (economic capital) and short (liquidity mismatching). Following the perspective of commercial banks, it concentrates on information available in the risk management practice to propose an easy-to-implement statistical framework that is the natural basis for stress testing analysis. To help readers, users will find a formal statistical setting enriched with examples, business cases, and exercises worked in Matlab and R that facilitate an easy application of the methodology in daily risk management practices. Provides a rigorous statistical framework for risk assessment Follows an integrated bottom-up approach to risk modeling central to U.S. Federal Reserve FRB CCAR (Comprehensive Capital Analysis Review) and U.K. PRA (Prudential Regulatory Authority) approaches, as well as Basel III (and Solvency IIProvides numerous sample codes
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
12.99
€
/
Capa mole
12.08
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?