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024 7 $a10.1007/978-3-030-02680-6
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035   $a(DE-He213)978-3-030-02680-6
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100   $a20190322d2019      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aRisk Measurement $eFrom Quantitative Measures to Management Decisions /$fby Dominique Guégan, Bertrand K. Hassani
205   $a1st ed. 2019.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2019.
215   $a1 online resource (XIV, 215 p. 30 illus., 16 illus. in color.) 
311   $a3-030-02679-5 
327   $a1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics -- 7. Markov Switching modelling.
330   $aThis book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate the impact of these limitations, propose an alternative way of thinking that challenges traditional assumptions, and also provide novel solutions. Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective. .
606   $aRisk management
606   $aBusiness enterprises?Finance
606   $aFinancial engineering
606   $aEconomics, Mathematical 
606   $aStatistics 
606   $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040
606   $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000
606   $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
615  0$aRisk management.
615  0$aBusiness enterprises?Finance.
615  0$aFinancial engineering.
615  0$aEconomics, Mathematical .
615  0$aStatistics .
615 14$aRisk Management.
615 24$aBusiness Finance.
615 24$aFinancial Engineering.
615 24$aQuantitative Finance.
615 24$aStatistics for Business, Management, Economics, Finance, Insurance.
676   $a658.155
676   $a658.155
700   $aGuégan$b Dominique$4aut$4http://id.loc.gov/vocabulary/relators/aut$0495886
702   $aHassani$b Bertrand K$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910337681503321
996   $aRisk Measurement$92253324
997   $aUNINA