Basic statistics for risk management in banks and financial institutions / (Record no. 55928)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04261nam a2200541 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | on1257401378 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EBZ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251029164059.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220614s2022 enk ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EBZ |
| Language of cataloging | eng |
| Transcribing agency | EBZ |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780192665492 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0192665499 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780192665485 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0192665480 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780191944260 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0191944262 |
| Qualifying information | (electronic book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0192849018 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780192849014 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1615 |
| Item number | .B36 2022 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bandyopadhyay, Arindam, |
| Relator term | author. |
| 9 (RLIN) | 64154 |
| 245 10 - TITLE STATEMENT | |
| Title | Basic statistics for risk management in banks and financial institutions / |
| Statement of responsibility, etc. | Arindam Bandyopadhyay. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Oxford, United Kingdom : |
| Name of producer, publisher, distributor, manufacturer | Oxford University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2022. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 341 0# - | |
| -- | textual |
| -- | sapdv |
| -- | EBSCOhost |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction to risk management: basics of statistics -- Description of data and summary statistics for measurement of risk -- Probability and distribution theorems and their applications in risk management -- Hypotheses testing in baking risk analysis -- Matrix algebra and their application in risk prediction and risk monitoring -- Correlation theorem and portfolio management techniques -- Multivariate analysis to understand functional relationship and scenario building -- Monte Carlo simulation techniques and value at risk -- Statistical tools for model validation and back testing -- Time-series forecasting techniques for banking variables -- Appendix: statistical tables. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "The book provides an engaging account of theoretical, empirical, and practical aspects of various statistical methods in measuring risks of financial institutions, especially banks. In this book, the author demonstrates how banks can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability. It covers three primary areas of banking; risks-credit, market, and operational risk and in a uniquely intuitive, step-by-step manner the author provides hands-on details on the primary statistical tools that can be applied for financial risk measurement and management. The book lucidly introduces concepts of various well-known statistical methods such as correlations, regression, matrix approach, probability and distribution theorem, hypothesis testing, value at risk, and Monte Carlo simulation techniques and provides a hands-on estimation and interpretation of these tests in measuring risks of the financial institutions. The book strikes a fine balance between concepts and mathematics to tell a rich story of thoughtful use of statistical methods."--publisher. |
| 532 #0 - | |
| -- | EBSCOhost |
| -- | "EBSCO evaluates our products based on the Web Content Accessibility Guidelines (WCAG) and the related Section 508 and EN 301 549 regulations in the US and EU. Most EBSCO products are substantially conformant with WCAG 2.2 level AA." Source: https://connect.ebsco.com/s/article/EBSCO-VPATs?language=en_US. Last accessed April 22, 2025. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Risk management. |
| 9 (RLIN) | 64155 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Statistical methods. |
| 9 (RLIN) | 64156 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 9 (RLIN) | 58574 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Bandyopadhyay, Arindam. |
| Title | Basic statistics for risk management in banks and financial institutions. |
| Place, publisher, and date of publication | Oxford, United Kingdom : Oxford University Press, 2022 |
| International Standard Book Number | 0192849018 |
| -- | 9780192849014 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | EBSCOhost |
| Uniform Resource Identifier | <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=3181261">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=3181261</a> |
| 938 ## - | |
| -- | Oxford University Press USA |
| -- | OUPR |
| -- | EDZ0002768751 |
| 938 ## - | |
| -- | YBP Library Services |
| -- | YANK |
| -- | 17835036 |
| 938 ## - | |
| -- | YBP Library Services |
| -- | YANK |
| -- | 17506159 |
| 938 ## - | |
| -- | YBP Library Services |
| -- | YANK |
| -- | 302736148 |
| 938 ## - | |
| -- | EBSCOhost |
| -- | EBSC |
| -- | 3181261 |
| 994 ## - | |
| -- | 92 |
| -- | N$T |
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