| 书目名称 | Risk Management in Banks and Insurance Companies |
| 副标题 | Step by Step |
| 编辑 | Anja Blatter,Sean Bradbury,Dietmar Ernst |
| 视频video | |
| 概述 | Explains how to use Excel and Matlab to assess risks in banks and insurance companies.Offers additional Excel spreadsheets for students to practice.Describes the application in a structured, step-by-s |
| 丛书名称 | Springer Texts in Business and Economics |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Textbook 2024 |
| 关键词 | Risk Modeling; Banking; Insurance; Credit Risk Management; Financial Engineering; MatLab; Risk Measurement |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-42836-4 |
| isbn_softcover | 978-3-031-42838-8 |
| isbn_ebook | 978-3-031-42836-4Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 18:43:52
