000 04261nam a2200541 i 4500
001 on1257401378
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006 m d
007 cr cnu---unuuu
008 220614s2022 enk ob 001 0 eng d
040 _aEBZ
_beng
_cEBZ
020 _a9780192665492
_q(electronic book)
020 _a0192665499
_q(electronic book)
020 _a9780192665485
_q(electronic book)
020 _a0192665480
_q(electronic book)
020 _a9780191944260
_q(electronic book)
020 _a0191944262
_q(electronic book)
020 _z0192849018
020 _z9780192849014
050 4 _aHG1615
_b.B36 2022
049 _aMAIN
100 1 _aBandyopadhyay, Arindam,
_eauthor.
_964154
245 1 0 _aBasic statistics for risk management in banks and financial institutions /
_cArindam Bandyopadhyay.
264 1 _aOxford, United Kingdom :
_bOxford University Press,
_c2022.
300 _a1 online resource
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
341 0 _atextual
_2sapdv
_3EBSCOhost
504 _aIncludes bibliographical references and index.
505 0 _aIntroduction 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 _a"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 _3EBSCOhost
_a"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 _aBanks and banking
_xRisk management.
_964155
650 0 _aRisk management
_xStatistical methods.
_964156
655 4 _aElectronic books.
_958574
776 0 8 _iPrint version:
_aBandyopadhyay, Arindam.
_tBasic statistics for risk management in banks and financial institutions.
_dOxford, United Kingdom : Oxford University Press, 2022
_z0192849018
_z9780192849014
856 4 0 _3EBSCOhost
_uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=3181261
938 _aOxford University Press USA
_bOUPR
_nEDZ0002768751
938 _aYBP Library Services
_bYANK
_n17835036
938 _aYBP Library Services
_bYANK
_n17506159
938 _aYBP Library Services
_bYANK
_n302736148
938 _aEBSCOhost
_bEBSC
_n3181261
994 _a92
_bN$T
999 _c55928
_d55928