Basic Statistics for Risk Management in Banks and Financial Institutions - Rilegato

Bandyopadhyay, Arindam

Rilegato

ISBN 10: 0192849018 ISBN 13: 9780192849014

Casa editrice: OUP Oxford, 2022

Riassunto

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.

Su questo libro

Informazioni sull?autore

Arindam Bandyopadhyay is Professor and Dean (Academic Program), National Institute of Bank Management. He is also the Editor of the journal PRAJNAN. He has a PhD and an M.Phil from Jawaharlal Nehru University.

Dettagli dell'edizione

• Editore: OUP Oxford
• Data di pubblicazione: 2022
• Lingua: Inglese
• ISBN 10: 0192849018
• ISBN 13: 9780192849014
• Rilegatura: Copertina rigida
• Numero di pagine: 314
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia