Arindam Bandyopadhyay

Basic Statistics for Risk Management in Banks and Financial Institutions

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Verlag: Hurst & Co.
• Seitenzahl: 314
• Erscheinungstermin: 19. Dezember 2022
• Englisch
• Abmessung: 224mm x 148mm x 23mm
• Gewicht: 531g
• ISBN-13: 9780192849014
• ISBN-10: 0192849018
• Artikelnr.: 66163607

Autorenporträt

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