株式会社極東書店トップ ＞ 商品一覧 ＞ Risk Management in Banks and Insurance Companies: Step by Step.
商品詳細
Risk Management in Banks and Insurance Companies: Step by Step.
・ISBN 978-3-031-42838-8 paper EUR 79.99
￥21,380.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Blatter, Anja / Bradbury, Sean / Bruhn, Pascal / Ernst, Dietmar, |
|---|---|
| シリーズ | (Springer Texts in Business and Economics) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2025 |
| ページ数 | 215 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A04-82172＞ |
解説
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.