Risk management in banks and insurance companies: step by step
Blatter, Anja
Risk management in banks and insurance companies: step by step - Cham Springer 2024 - vii, 215 p. - Springer Texts in Business and Economics .
Table of content:
Introduction
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 1-4
Market Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 5-92
Credit Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 93-118
Operational Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 119-126
Risk Measures
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 127-181
Aggregation
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 183-209
Back Matter
Pages 211-215
[https://link.springer.com/book/10.1007/978-3-031-42836-4]
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.
(https://link.springer.com/book/10.1007/978-3-031-42836-4)
9783031428357
Banks and banking --Risk management
Insurance companies--Risk management
332.10681 / BLA
Risk management in banks and insurance companies: step by step - Cham Springer 2024 - vii, 215 p. - Springer Texts in Business and Economics .
Table of content:
Introduction
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 1-4
Market Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 5-92
Credit Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 93-118
Operational Risks
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 119-126
Risk Measures
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 127-181
Aggregation
Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
Pages 183-209
Back Matter
Pages 211-215
[https://link.springer.com/book/10.1007/978-3-031-42836-4]
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.
(https://link.springer.com/book/10.1007/978-3-031-42836-4)
9783031428357
Banks and banking --Risk management
Insurance companies--Risk management
332.10681 / BLA