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005 20240719130234.0
010   $a9783031428364$b(electronic bk.)
010   $z9783031428357
024 7 $a10.1007/978-3-031-42836-4
035   $a(MiAaPQ)EBC31538782
035   $a(Au-PeEL)EBL31538782
035   $a(CKB)33101455000041
035   $a(DE-He213)978-3-031-42836-4
035   $a(EXLCZ)9933101455000041
100   $a20240719d2024      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aRisk Management in Banks and Insurance Companies $eStep by Step /$fby Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst
205   $a1st ed. 2024.
210  1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024.
215   $a1 online resource (221 pages)
225 1 $aSpringer Texts in Business and Economics,$x2192-4341
311 08$aPrint version: Blatter, Anja Risk Management in Banks and Insurance Companies Cham : Springer,c2024 9783031428357 
327   $aIntroduction -- Course 1: market risks -- Course 2: credit risks -- Course 3: operational risks -- Course 4: risk management -- Course 5: aggregation.
330   $aThis book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book. The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.
410  0$aSpringer Texts in Business and Economics,$x2192-4341
606   $aFinancial risk management
606   $aFinancial services industry
606   $aBusiness information services
606   $aSocial sciences$xMathematics
606   $aFinancial engineering
606   $aRisk Management
606   $aFinancial Services
606   $aIT in Business
606   $aMathematics in Business, Economics and Finance
606   $aFinancial Engineering
615  0$aFinancial risk management.
615  0$aFinancial services industry.
615  0$aBusiness information services.
615  0$aSocial sciences$xMathematics.
615  0$aFinancial engineering.
615 14$aRisk Management.
615 24$aFinancial Services.
615 24$aIT in Business.
615 24$aMathematics in Business, Economics and Finance.
615 24$aFinancial Engineering.
676   $a332.10684
700   $aBlatter$b Anja$01749243
701   $aBradbury$b Sean$01749244
701   $aBruhn$b Pascal$01749245
701   $aErnst$b Dietmar$01749246
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
912   $a9910874677503321
996   $aRisk Management in Banks and Insurance Companies$94183265
997   $aUNINA