Basic statistics for risk management in banks and financial institutions (Record no. 7725)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02743nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241124163907.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241124b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780192849014 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.10681 |
| Item number | BAN |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bandyopadhyay, Arindam |
| 245 ## - TITLE STATEMENT | |
| Title | Basic statistics for risk management in banks and financial institutions |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Oxford University Press |
| Place of publication, distribution, etc. | New Delhi |
| Date of publication, distribution, etc. | 2022 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 292 p. |
| 365 ## - TRADE PRICE | |
| Price type code | INR |
| Price amount | 1595.00 |
| 500 ## - GENERAL NOTE | |
| General note | Table of content:<br/>1:Introduction to Risk Management: Basics of Statistics<br/>2:Descriptive Statistics for Measurement of Risk<br/>3:Probability and Distribution Theorems and Their Applications in Risk Management<br/>4:Hypotheses Testing in Banking Risk Analysis<br/>5:Matrix Algebra and Their Application in Risk Prediction and Risk Monitoring<br/>6:Correlation Theorem and Portfolio Management Techniques<br/>7:Multivariate Analysis to Understand Functional Relationship and Scenario Building<br/>8:Monte Carlo Simulation Techniques and Value a Risk (VaR)<br/>9:Statistical Tools for Model Validation and Back-testing<br/>10:Time Series Forecasting Techniques for Banking Variables<br/>Appendix: Statistical Tables<br/>[https://global.oup.com/academic/product/basic-statistics-for-risk-management-in-banks-and-financial-institutions-9780192849014?cc=in&lang=en&#] |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The book provides an engaging account of theoretical, empirical, and practical aspects of various statistical methods in measuring risks of financial institutions, especially banks. In this book, the author demonstrates how banks can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability. It covers three primary areas of banking; risks-credit, market, and operational risk and in a uniquely intuitive, step-by-step manner the author provides hands-on details on the primary statistical tools that can be applied for financial risk measurement and management.<br/><br/>The book lucidly introduces concepts of various well-known statistical methods such as correlations, regression, matrix approach, probability and distribution theorem, hypothesis testing, value at risk, and Monte Carlo simulation techniques and provides a hands-on estimation and interpretation of these tests in measuring risks of the financial institutions. The book strikes a fine balance between concepts and mathematics to tell a rich story of thoughtful use of statistical methods.<br/>(https://global.oup.com/academic/product/basic-statistics-for-risk-management-in-banks-and-financial-institutions-9780192849014?cc=in&lang=en&#) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management statistical methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking risk management |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Operations Management & Quantitative Techniques | TB2379 | 07-11-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 11/25/2024 | Technical Bureau India Pvt. Ltd. | 1108.52 | 332.10681 BAN | 006564 | 11/25/2024 | 1 | 1595.00 | 11/25/2024 | Book |