000			02550nam a22002537a 4500
005			20250108162408.0
008			250108b |||||||| |||| 00| 0 eng d
020			_a9783031428357
082			_a332.10681 _bBLA
100			_aBlatter, Anja _920263
245			_aRisk management in banks and insurance companies: _bstep by step
260			_bSpringer _aCham _c2024
300			_avii, 215 p.
365			_aEUR _b99.99
490			_aSpringer Texts in Business and Economics
500			_aTable 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]
520			_aThis 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)
650			_aBanks and banking --Risk management _918922
650			_aInsurance companies--Risk management _920264
700			_aBradbury, Sean _920265
700			_aBruhn, Pascal _920266
700			_aErnst, Dietmar _920267
942			_cBK _2ddc
999			_c8354 _d8354