03846nam a22006495i 4500 978-3-031-42836-4 DE-He213 20251030112637.0 cr nn 008mamaa 240719s2024 sz | s |||| 0|eng d 9783031428364 978-3-031-42836-4 10.1007/978-3-031-42836-4 doi HD61 KJM bicssc GPQD bicssc BUS027020 bisacsh KJM thema GPQD thema Blatter, Anja. author. aut http://id.loc.gov/vocabulary/relators/aut 80856 Risk Management in Banks and Insurance Companies [electronic resource] : Step by Step / by Anja Blatter, Sean Bradbury, Pascal Bruhn, Dietmar Ernst. 1st ed. 2024. Cham : Springer Nature Switzerland : Imprint: Springer, 2024. VII, 215 p. 124 illus., 89 illus. in color. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Springer Texts in Business and Economics, 2192-4341 Introduction -- Course 1: market risks -- Course 2: credit risks -- Course 3: operational risks -- Course 4: risk management -- Course 5: aggregation. This 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. Financial risk management. 59046 Financial services industry. 60413 Business information services. Social sciences Mathematics. 69736 Financial engineering. 58071 Risk Management. 59047 Financial Services. 69064 IT in Business. Mathematics in Business, Economics and Finance. 69739 Financial Engineering. 58071 Bradbury, Sean. author. aut http://id.loc.gov/vocabulary/relators/aut 80857 Bruhn, Pascal. author. aut http://id.loc.gov/vocabulary/relators/aut 80858 Ernst, Dietmar. author. aut http://id.loc.gov/vocabulary/relators/aut 80859 SpringerLink (Online service) Springer Nature eBook Printed edition: 9783031428357 Printed edition: 9783031428371 Printed edition: 9783031428388 Springer Texts in Business and Economics, 2192-4341 69742 https://doi.org/10.1007/978-3-031-42836-4 ZDB-2-BUM ZDB-2-SXBM 61725 61725