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Risk management in banks and insurance companies: step by step

By: Contributor(s): Material type: TextTextSeries: Springer Texts in Business and EconomicsPublication details: Springer Cham 2024Description: vii, 215 pISBN:
  • 9783031428357
Subject(s): DDC classification:
  • 332.10681 BLA
Summary: 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)
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Book Book Indian Institute of Management LRC General Stacks Finance & Accounting 332.10681 BLA (Browse shelf(Opens below)) 1 Available 007124

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)

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