机读格式显示(MARC)
- 000 02896cam a2200313 i 4500
- 008 220112s2022 enka b 001 0 eng d
- 020 __ |a 9780192849014: |c CNY849.03
- 260 __ |a Oxford, United Kingdom : |b Oxford University Press, |c 2022.
- 040 __ |a YDX |b eng |c YDX |e rda |d UKMGB |d OCLCO |d BDX |d DKAGE |d YDX
- 050 _4 |a HG1615 |b .B36 2022
- 082 04 |a 332.1068/1 |2 23
- 100 1_ |a Bandyopadhyay, Arindam, |e author.
- 245 10 |a Basic statistics for risk management in banks and financial institutions / |c Arindam Bandyopadhyay.
- 300 __ |a xvii, 292 pages : |b illustrations ; |c 23 cm
- 336 __ |a text |b txt |2 rdacontent
- 337 __ |a unmediated |b n |2 rdamedia
- 338 __ |a volume |b nc |2 rdacarrier
- 504 __ |a Includes bibliographical references and index.
- 505 0_ |a Introduction to risk management: basics of statistics -- Description of data and summary statistics for measurement of risk -- Probability and distribution theorems and their applications in risk management -- Hypotheses testing in baking risk analysis -- Matrix algebra and their application in risk prediction and risk monitoring -- Correlation theorem and portfolio management techniques -- Multivariate analysis to understand functional relationship and scenario building -- Monte Carlo simulation techniques and value at risk -- Statistical tools for model validation and back testing -- Time-series forecasting techniques for banking variables -- Appendix: statistical tables.
- 520 __ |a "The 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."--publisher.
- 650 _0 |a Banks and banking |x Risk management.
- 650 _0 |a Risk management |x Statistical methods.