Articles liés à Scenario Analysis in Risk Management: Theory and Practice...

Scenario Analysis in Risk Management: Theory and Practice in Finance - Couverture souple

Hassani, Bertrand K.

 
9783319797274: Scenario Analysis in Risk Management: Theory and Practice in Finance
Couverture souple
ISBN 10 : 3319797271 ISBN 13 : 9783319797274
Editeur : Springer, 2018

Synopsis

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Dr. Bertrand Hassani is Global Head of Research and Innovation - Risk Methodology, Grupo Santander, and Associate Researcher Université Paris 1 Panthéon Sorbonne

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2018
Langue
anglais
ISBN 10 
3319797271
ISBN 13 
9783319797274
Reliure
Broché
Nombre de pages
176
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