This book demonstrates how banks and financial institutions can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability.
This book demonstrates how banks and financial institutions can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability.
Arindam Bandyopadhyay is Professor and Dean (Academic Program), National Institute of Bank Management. He is also the Editor of the journal PRAJNAN. He has a PhD and an M.Phil from Jawaharlal Nehru University.
Inhaltsangabe
* 1: Introduction to Risk Management: Basics of Statistics * 2: Descriptive Statistics for Measurement of Risk * 3: Probability and Distribution Theorems and Their Applications in Risk Management * 4: Hypotheses Testing in Banking Risk Analysis * 5: Matrix Algebra and Their Application in Risk Prediction and Risk Monitoring * 6: Correlation Theorem and Portfolio Management Techniques * 7: Multivariate Analysis to Understand Functional Relationship and Scenario Building * 8: Monte Carlo Simulation Techniques and Value a Risk (VaR) * 9: Statistical Tools for Model Validation and Back-testing * 10: Time Series Forecasting Techniques for Banking Variables * Appendix: Statistical Tables
* 1: Introduction to Risk Management: Basics of Statistics * 2: Descriptive Statistics for Measurement of Risk * 3: Probability and Distribution Theorems and Their Applications in Risk Management * 4: Hypotheses Testing in Banking Risk Analysis * 5: Matrix Algebra and Their Application in Risk Prediction and Risk Monitoring * 6: Correlation Theorem and Portfolio Management Techniques * 7: Multivariate Analysis to Understand Functional Relationship and Scenario Building * 8: Monte Carlo Simulation Techniques and Value a Risk (VaR) * 9: Statistical Tools for Model Validation and Back-testing * 10: Time Series Forecasting Techniques for Banking Variables * Appendix: Statistical Tables
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