Scenario Analysis in Risk Management: Theory and Practice in Finance - Softcover

Hassani, Bertrand K.

Softcover

ISBN 10: 3319797271 ISBN 13: 9783319797274

Verlag: Springer, 2018

Inhaltsangabe

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. 

Über diesen Titel

Über die Autorin bzw. den Autor

Dr. Bertrand Hassani is Global Head of Research and Innovation - Risk Methodology, Grupo Santander, and Associate Researcher Université Paris 1 Panthéon Sorbonne

Von der hinteren Coverseite

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. 

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2018
• Sprache: Englisch
• ISBN 10: 3319797271
• ISBN 13: 9783319797274
• Einband: Taschenbuch
• Anzahl der Seiten: 176
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland