03492nam 22006735 450 991090629690332120250808085334.03-031-53126-410.1007/978-3-031-53126-2(MiAaPQ)EBC31759759(Au-PeEL)EBL31759759(CKB)36527731500041(DE-He213)978-3-031-53126-2(EXLCZ)993652773150004120241109d2024 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierCorporate Risk Management A Case Study on Risk Evaluation /by Dietmar Ernst, Joachim Häcker1st ed. 2024.Cham :Springer Nature Switzerland :Imprint: Springer,2024.1 online resource (215 pages)Springer Texts in Business and Economics,2192-43413-031-53125-6 General structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory -- Course unit 2: Determination of portfolio risks -- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks.In times of crisis, risk management is more important than ever. In addition, companies are obliged to identify, quantify and aggregate risks as part of a risk management system. Legal and auditing standards have set the framework for doing so. This book uses a case study to show ‘step by step’ how risks can be analyzed and quantified with the help of Microsoft Excel. The book begins with the graphical representation of risks and the calculation of risk parameters such as the value at risk. It subsequently aggregates different risks into an overall risk using Monte Carlo simulation. Hedging risks is also explained, and how non-hedgeable risks can be integrated into a business plan. The assessment of extreme risks is also addressed, as is the modeling of volatilities. The book is aimed at students of business administration with a focus on finance.Springer Texts in Business and Economics,2192-4341Financial risk managementCapital marketBusiness information servicesFinancial engineeringSocial sciencesMathematicsRisk ManagementCapital MarketsIT in BusinessFinancial EngineeringMathematics in Business, Economics and FinanceFinancial risk management.Capital market.Business information services.Financial engineering.Social sciencesMathematics.Risk Management.Capital Markets.IT in Business.Financial Engineering.Mathematics in Business, Economics and Finance.658.155Ernst Dietmar1749246Häcker Joachim974062MiAaPQMiAaPQMiAaPQBOOK9910906296903321Corporate Risk Management4290242UNINA