000			02743nam a22002057a 4500
005			20241124163907.0
008			241124b |||||||| |||| 00| 0 eng d
020			_a9780192849014
082			_a332.10681 _bBAN
100			_aBandyopadhyay, Arindam _918261
245			_aBasic statistics for risk management in banks and financial institutions
260			_bOxford University Press _aNew Delhi _c2022
300			_axvii, 292 p.
365			_aINR _b1595.00
500			_aTable of content: 1:Introduction to Risk Management: Basics of Statistics 2:Descriptive Statistics for Measurement of Risk 3:Probability and Distribution Theorems and Their Applications in Risk Management 4:Hypotheses Testing in Banking Risk Analysis 5:Matrix Algebra and Their Application in Risk Prediction and Risk Monitoring 6:Correlation Theorem and Portfolio Management Techniques 7:Multivariate Analysis to Understand Functional Relationship and Scenario Building 8:Monte Carlo Simulation Techniques and Value a Risk (VaR) 9:Statistical Tools for Model Validation and Back-testing 10:Time Series Forecasting Techniques for Banking Variables Appendix: Statistical Tables [https://global.oup.com/academic/product/basic-statistics-for-risk-management-in-banks-and-financial-institutions-9780192849014?cc=in&lang=en&#]
520			_aThe 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. 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. (https://global.oup.com/academic/product/basic-statistics-for-risk-management-in-banks-and-financial-institutions-9780192849014?cc=in&lang=en&#)
650			_aRisk management statistical methods _918921
650			_aBanks and banking risk management _918922
942			_cBK _2ddc
999			_c7725 _d7725