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

Hassani, Bertrand K.

 
9783319250540: Scenario Analysis in Risk Management: Theory and Practice in Finance
Hardcover
ISBN 10: 331925054X ISBN 13: 9783319250540
Verlag: Springer, 2016

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. 

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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. 

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Verlag
Springer
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
331925054X
ISBN 13 
9783319250540
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
175
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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9783319797274: Scenario Analysis in Risk Management: Theory and Practice in Finance

Vorgestellte Ausgabe

ISBN 10:  3319797271 ISBN 13:  9783319797274
Verlag: Springer, 2018
Softcover