Buch, Englisch, 316 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 590 g
A Statistical Framework and Practical Software Guide (in Matlab and R)
Buch, Englisch, 316 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 590 g
ISBN: 978-0-12-803590-0
Verlag: William Andrew Publishing
Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies.
Zielgruppe
<p>Graduate students and professionals worldwide students specializing in banking and bank regulation professionals.</p>
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Chapter 1: Introduction to Stress Testing and Risk Integration
Chapter 2: Macroeconomic Scenario Analysis from a Bank Perspective
Chapter 3: Asset and Liability Management, and Value at Risk
Chapter 4: Portfolio Credit Risk Modeling
Chapter 5: Balance Sheet, and Profit and Loss Stress Testing Projections
Chapter 6: Regulatory Capital, RWA, Leverage, and Liquidity Requirements Under Stress
Chapter 7: Risk Integration
Chapter 8: Reverse Stress Testing