MARC details
| 000 -LEADER |
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| fixed length control field |
02550nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250108162408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250108b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783031428357 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.10681 |
| Item number |
BLA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Blatter, Anja |
| 245 ## - TITLE STATEMENT |
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| Title |
Risk management in banks and insurance companies: |
| Remainder of title |
step by step |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Springer |
| Place of publication, distribution, etc. |
Cham |
| Date of publication, distribution, etc. |
2024 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
vii, 215 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
EUR |
| Price amount |
99.99 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Springer Texts in Business and Economics |
| 500 ## - GENERAL NOTE |
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| General note |
Table of content:<br/>Introduction<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 1-4<br/>Market Risks<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 5-92<br/>Credit Risks<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 93-118<br/>Operational Risks<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 119-126<br/>Risk Measures<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 127-181<br/>Aggregation<br/>Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst<br/>Pages 183-209<br/>Back Matter<br/>Pages 211-215<br/>[https://link.springer.com/book/10.1007/978-3-031-42836-4] |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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.<br/><br/>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.<br/><br/>(https://link.springer.com/book/10.1007/978-3-031-42836-4) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Banks and banking --Risk management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Insurance companies--Risk management |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Bradbury, Sean |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Bruhn, Pascal |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Ernst, Dietmar |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |