819,99 zł

Computational Techniques For Banking And Risk Management

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniques>Mana...

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Sklep: Gigant.pl

560,16 zł

Risk Management and Shareholders' Value in Banking - From Risk Measurement Models to Capital Allocation Policies John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process.Risk Management and Shareholders' Value in Banking includes: Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more formulae for risk-adjusted loan pricing and risk-adjusted performance measurement extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

Sklep: Libristo.pl

239,99 zł

Liquidity Risk Management With Special Interest To The Hungarian Banking Sector

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniques

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Sklep: Gigant.pl

239,99 zł

Risk Management In Banking

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniquesKsiążki ...

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Sklep: Gigant.pl

97,49 zł

Operational Risk Management In The Banking Industry Of Ghana

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniques>Mana...

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Sklep: Gigant.pl

239,99 zł

Credit Risk Monitoring In The Czech Banking Sector

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniques

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Sklep: Gigant.pl

239,99 zł

Credit Risk Monitoring In The Czech Banking Sector

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Business & management>Management & management techniques

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Sklep: Gigant.pl

413,94 zł

Analytical Techniques in the Assessment of Credit Risk Springer International Publishing AG

Książki / Literatura obcojęzyczna

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.

Sklep: Libristo.pl

137,70 zł

Consumer Credit Risk Management Global Professional Publishing

Biznes

The book explores the history of credit scoring and analytics and the rationale behind the reliance on them. It also deals with the UK legal and regulatory regimes within which users must operate, including The Banking Code, The Business Banking Code, Treating Customers Fairly, Responsible Lending, The Competition Act 1998, the Data Protection Acts 1984 and 1998 and the Consumer Credit Act 1974.Also covered are key features of scorecard management and maintenance. This book will give the reader an insight into the legal and regulatory constraints, such as Basel, and methods used to detect and prevent fraud and bad debt using techniques such as CIFAS. It also deals with referral and appeal systems and the benefits of credit scoring compared to judgmental lending.

Sklep: Albertus.pl

319,99 zł

Credit Risk Management

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Finance & accounting>Finance>Corporate financeKsiążki Obcojęz...

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Sklep: Gigant.pl

679,95 zł

XVA Desks - A New Era for Risk Management Palgrave Macmillan

Książki / Literatura obcojęzyczna

XVA Desks: A New Era for Risk Management is a comprehensive guide to the fundamentals and latest developments in this rapidly expanding field, with a special focus in the emergence of XVA desks. Written by a seasoned practitioner, it begins with an overview of the role of OTC derivatives in the current banking industry, providing a context for the subject. The book then goes into the fundamentals of counterparty credit and funding risk, explaining in detail how to build models for them. This includes an in-depth explanation of how to implement Monte Carlo simulations, how to model collateral, how to allocate exposure between counterparties, netting sets and trades, simplified calculations, as well as the role of central counterparties. The book also explains the concepts and modelling techniques for right and wrong way risk, one of the most complicated parts of counterparty credit risk, demonstrating its impact with several examples.The book then considers the latest research in the valuation adjustments that are currently being implemented by the trading houses: CVA, DVA, FVA, LVA, CollVA, KVA, etc - with examples illustrating the meaning of these adjustments, why they exist, management, their inter-relationships, hedging, connections with risk reserves and how they are changing so profoundly trading and risk management behaviour in derivative houses. The book also covers the calculation of regulatory capital in financial institutions, explaining all the necessary components and with a special focus on advanced approaches. A full chapter is dedicated to the emergence of model risk management from the classic model validation functions, with detail on a number of backtesting frameworks that can be implemented. Finally, the book dedicates a chapter to systems and project management in the context of counterparty and funding risk, highlighting key success factors in this space.XVA Desks: A New Era for Risk Management will provide practitioners and academics with a comprehensive treatment of counterparty and funding risks, and is an essential reference for risk management practitioners, traders, structures, quants working in the front and middle offices of banks and other financial institutions, and students and researchers in this space.

Sklep: Libristo.pl

476,95 zł

Modern Banking John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

Modern Banking focuses on the theory and practice of banking, and its prospects in the new millennium. The book is written for courses in banking and finance at Masters/MBA level, or undergraduate degrees specialising in this area. Bank practitioners wishing to deepen and broaden their understanding of banking issues may also be attracted to this book. While they often have exceptional and detailed knowledge of the areas they have worked in, busy bankers may be all too unaware of the key broader issues. Consider the fundamental questions: What is unique about a bank? and What differentiates it from other financial institutions? Answering these questions begins to show how banks should evolve and adapt -- or fail. If bankers know the underlying reasons for why profitable banks exist, it will help them to devise strategies for sustained growth. Modern Banking concludes with a set of case studies that give practical insight into the key issues covered in the book: * The core banking functions * Different types of banks and diversification of bank activities * Risk management: issues and techniques * Global regulation: Basel 1 and Basel 2.* Bank regulation in the UK, US, EU, and Japan * Banking in emerging markets * Bank failure and financial crises * Competitive issues, from cost efficiency to mergers and acquisitions * Case Studies including: Goldman Sachs, Bankers Trust/Deutsche Bank, Sumitomo Mitsui, Bancomer

Sklep: Libristo.pl

816,02 zł

Handbook of Disaster Risk Reduction for Resilience Springer, Berlin

Książki / Literatura obcojęzyczna

This book is part of a six-volume series on Disaster Risk Reduction and Resilience. The series aims to fill in gaps in theory and practice in the Sendai Framework, and provides additional resources, methodologies and communication strategies to enhance the plan for action and targets proposed by the Sendai Framework. The series will appeal to a broad range of researchers, academics, students, policy makers and practitioners in engineering, environmental science and geography, geoscience, emergency management, finance, community adaptation, atmospheric science and information technology. This volume discusses how to measure and build disaster resilience at society's capacity, drawing upon individual, institutional and collective resources to cope with and adapt to the demands and challenges of natural disaster occurrences. The book will serve as a guide, outlining the key indicators of disaster resilience in urban and rural settings, and the resources and strategies needed to build resilient communities in accordance with the targets of the Sendai Framework. Readers will learn about multi-risk reduction approaches using computational methods, data mining techniques, and System Thinking at various scales, as well as institutional and infrastructure resilience strategies based on several case studies.

Sklep: Libristo.pl

563,27 zł

Stochastic Modeling in Economics and Finance Springer-Verlag New York Inc.

Książki / Literatura obcojęzyczna

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.§Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.§Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. The material ranges from common tools to solutions of sophisticated system problems and applications.§In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.§Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.§Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study. Selected examples of successful applications in finance, production planning and management of technological processes and electricity generation are presented. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories.§In Part IV, the sections devoted to stochastic calculus cover also more advanced topics such as DDS Theorem or extremal martingale measures, which make it possible to treat more delicate models in Mathematical Finance (complete markets, optimal control, etc.)§Audience: Students and researchers in probability and statistics, econometrics, operations research and various fields of finance, economics, engineering, and insurance.

Sklep: Libristo.pl

205,30 zł

Analytics in a Big Data World - The Essential Guide to Data Science and its Applications John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

The guide to targeting and leveraging business opportunities using big data & analytics By leveraging big data & analytics, businesses create the potential to better understand, manage, and strategically exploiting the complex dynamics of customer behavior. Analytics in a Big Data World reveals how to tap into the powerful tool of data analytics to create a strategic advantage and identify new business opportunities. Designed to be an accessible resource, this essential book does not include exhaustive coverage of all analytical techniques, instead focusing on analytics techniques that really provide added value in business environments. The book draws on author Bart Baesens' expertise on the topics of big data, analytics and its applications in e.g. credit risk, marketing, and fraud to provide a clear roadmap for organizations that want to use data analytics to their advantage, but need a good starting point. Baesens has conducted extensive research on big data, analytics, customer relationship management, web analytics, fraud detection, and credit risk management, and uses this experience to bring clarity to a complex topic.Includes numerous case studies on risk management, fraud detection, customer relationship management, and web analytics Offers the results of research and the author's personal experience in banking, retail, and government Contains an overview of the visionary ideas and current developments on the strategic use of analytics for business Covers the topic of data analytics in easy-to-understand terms without an undo emphasis on mathematics and the minutiae of statistical analysis For organizations looking to enhance their capabilities via data analytics, this resource is the go-to reference for leveraging data to enhance business capabilities.

Sklep: Libristo.pl

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