Risk Modeling: Portfolio, Financial Modeling, Market Risk, Value at Risk, Historical Simulation, Extreme Value Theory, Credit Risk - Couverture souple

 
9786130494988: Risk Modeling: Portfolio, Financial Modeling, Market Risk, Value at Risk, Historical Simulation, Extreme Value Theory, Credit Risk
Couverture souple
ISBN 10 : 613049498X ISBN 13 : 9786130494988
Editeur : Betascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is one of many subtasks within the broader area of financial modeling. Risk modeling uses a variety of techniques including market risk, Value-at-Risk (VaR), Historical Simulation (HS), or Extreme Value Theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. Such risks are typically grouped into credit risk, liquidity risk, interest rate risk, and operational risk categories. Many large financial intermediary firms use risk modeling to help portfolio managers assess the amount of capital reserves to maintain, and to help guide their purchases and sales of various classes of financial assets.

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Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
613049498X
ISBN 13 
9786130494988
Reliure
Broché
Nombre de pages
132
Éditeur
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible