Da: Chiron Media, Wallingford, Regno Unito
EUR 73,86
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 97,30
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Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Elsevier Science Publishing Co Inc, 2016
ISBN 10: 0128035900 ISBN 13: 9780128035900
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 92,15
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Aggiungi al carrelloHardback. Condizione: New. New copy - Usually dispatched within 4 working days.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 111,06
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 103,13
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 103,12
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 115,27
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EUR 107,34
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Aggiungi al carrelloCondizione: New. Provides a rigorous statistical framework for modeling stress test in line with U.S. Federal Reserve FRB CCAR (Comprehensive Capital Analysis Review), U.K. PRA (Prudential Regulatory Authority), EBA (European Baning Authorithy) and comply with Base.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 70,21
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Da: Revaluation Books, Exeter, Regno Unito
EUR 82,25
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Aggiungi al carrelloHardcover. Condizione: Brand New. 250 pages. 9.00x6.00x1.00 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Elsevier Science Publishing Co Inc, 2016
ISBN 10: 0128035900 ISBN 13: 9780128035900
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 119,59
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Aggiungi al carrelloHardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 150,00
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. 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. Englisch.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 147,75
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. 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.