Understanding And Managing Model Risk
DOWNLOAD
Download Understanding And Managing Model Risk PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Understanding And Managing Model Risk book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Understanding And Managing Model Risk
DOWNLOAD
Author : Massimo Morini
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-20
Understanding And Managing Model Risk written by Massimo Morini and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-20 with Business & Economics categories.
A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
Understanding And Managing Model Risk
DOWNLOAD
Author : Massimo Morini
language : en
Publisher: John Wiley & Sons
Release Date : 2011-11-07
Understanding And Managing Model Risk written by Massimo Morini and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-07 with Business & Economics categories.
A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
Financial Risk Management And Modeling
DOWNLOAD
Author : Constantin Zopounidis
language : en
Publisher: Springer Nature
Release Date : 2021-09-13
Financial Risk Management And Modeling written by Constantin Zopounidis and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-13 with Business & Economics categories.
Risk is the main source of uncertainty for investors, debtholders, corporate managers and other stakeholders. For all these actors, it is vital to focus on identifying and managing risk before making decisions. The success of their businesses depends on the relevance of their decisions and consequently, on their ability to manage and deal with the different types of risk. Accordingly, the main objective of this book is to promote scientific research in the different areas of risk management, aiming at being transversal and dealing with different aspects of risk management related to corporate finance as well as market finance. Thus, this book should provide useful insights for academics as well as professionals to better understand and assess the different types of risk.
Understanding And Managing Risk Attitude
DOWNLOAD
Author : Dr David Hillson
language : en
Publisher: Gower Publishing, Ltd.
Release Date : 2012-03-01
Understanding And Managing Risk Attitude written by Dr David Hillson and has been published by Gower Publishing, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-01 with Business & Economics categories.
Despite many years of development, risk management remains problematic for the majority of organizations. One common challenge is the human dimension, in other words, the way people perceive risk and risk management. Risk management processes and techniques are operated by people, each of whom is a complex individual, influenced by many different factors. And the problem is compounded by the fact that most risk management involves people working in groups. This introduces further layers of complexity through relationships and group dynamics. David Hillson's and Ruth Murray-Webster's Understanding and Managing Risk Attitude will help you understand the human aspects of risk management and to manage proactively the influence of human behaviour on the risk process. The authors introduce a range of models, perspectives and examples to define and detail the range of possible risk attitudes; looking both at individuals and groups. Using leading-edge thinking on self-awareness and emotional literacy, they develop a powerful approach to address the most common shortfall in current risk management: the failure to manage the human aspects of the process. All this is presented in a practical and applied framework, rather than as a theoretical or academic treatise, based on the authors' shared experiences and expertise, rather than empirical research. Anyone involved in implementing risk management will benefit from this book, including risk practitioners, senior managers and directors responsible for corporate governance, project managers and their teams. It is also essential reading for HR professionals and others interested in organizational or behavioural psychology. This second edition is updated to strengthen the understanding of individual risk attitudes and reinforce what individuals can do to manage those risk attitudes that are leading them away from their objectives. For people who want to embrace this subject, the book highlights ways forward that are proven and practical.
Measuring And Managing Information Risk
DOWNLOAD
Author : Jack Freund
language : en
Publisher: Butterworth-Heinemann
Release Date : 2014-08-23
Measuring And Managing Information Risk written by Jack Freund and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-23 with Computers categories.
Using the factor analysis of information risk (FAIR) methodology developed over ten years and adopted by corporations worldwide, Measuring and Managing Information Risk provides a proven and credible framework for understanding, measuring, and analyzing information risk of any size or complexity. Intended for organizations that need to either build a risk management program from the ground up or strengthen an existing one, this book provides a unique and fresh perspective on how to do a basic quantitative risk analysis. Covering such key areas as risk theory, risk calculation, scenario modeling, and communicating risk within the organization, Measuring and Managing Information Risk helps managers make better business decisions by understanding their organizational risk. - Uses factor analysis of information risk (FAIR) as a methodology for measuring and managing risk in any organization. - Carefully balances theory with practical applicability and relevant stories of successful implementation. - Includes examples from a wide variety of businesses and situations presented in an accessible writing style.
Understanding Financial Risk Management
DOWNLOAD
Author : Angelo Corelli
language : en
Publisher: Emerald Group Publishing
Release Date : 2024-05-27
Understanding Financial Risk Management written by Angelo Corelli and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-27 with Business & Economics categories.
Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure.
Understanding Risk
DOWNLOAD
Author : David Murphy
language : en
Publisher: CRC Press
Release Date : 2008-04-23
Understanding Risk written by David Murphy and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-23 with Business & Economics categories.
Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a
Handbook Of Financial Risk Management
DOWNLOAD
Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Credit Risk Management
DOWNLOAD
Author : Jiří Witzany
language : en
Publisher: Springer
Release Date : 2017-02-24
Credit Risk Management written by Jiří Witzany and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-24 with Business & Economics categories.
This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.
Risk Modeling Assessment And Management
DOWNLOAD
Author : Yacov Y. Haimes
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Risk Modeling Assessment And Management written by Yacov Y. Haimes and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Technology & Engineering categories.
Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, homeland security, management, and public policy. Unlike any other text on the subject, this definitive work applies the art and science of risk analysis to current and emergent engineering and socioeconomic problems. It clearly demonstrates how to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues. Avoiding higher mathematics whenever possible, this important new edition presents basic concepts as well as advanced material. It incorporates numerous examples and case studies to illustrate the analytical methods under discussion and features restructured and updated chapters, as well as: A new chapter applying systems-driven and risk-based analysis to a variety of Homeland Security issues An accompanying FTP site—developed with Professor Joost Santos—that offers 150 example problems with an Instructor's Solution Manual and case studies from a variety of journals Case studies on the 9/11 attack and Hurricane Katrina An adaptive multiplayer Hierarchical Holographic Modeling (HHM) game added to Chapter Three This is an indispensable resource for academic, industry, and government professionals in such diverse areas as homeland and cyber security, healthcare, the environment, physical infrastructure systems, engineering, business, and more. It is also a valuable textbook for both undergraduate and graduate students in systems engineering and systems management courses with a focus on our uncertain world.