0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R1,000 - R2,500 (3)
  • -
Status
Brand

Showing 1 - 3 of 3 matches in All Departments

Reverse Stress Testing in Banking - A Comprehensive Guide (Hardcover): Michael Eichhorn, Tiziano Bellini, Daniel Mayenberger Reverse Stress Testing in Banking - A Comprehensive Guide (Hardcover)
Michael Eichhorn, Tiziano Bellini, Daniel Mayenberger
R2,142 R1,698 Discovery Miles 16 980 Save R444 (21%) Ships in 10 - 15 working days

Reverse stress testing was introduced in risk management as a regulatory tool for financial institutions more than a decade ago. The recent Covid-19 crisis illustrates its relevance and highlights the need for a systematic re-thinking of tail risks in the banking sector. This book addresses the need for practical guidance describing the entire reverse stress testing process. Reverse Stress Testing in Banking features contributions from a diverse range of established practitioners and academics. Organized in six parts, the book presents a series of contributions providing an in-depth understanding of: Regulatory requirements and ways to address them Quantitative and qualitative approaches to apply reverse stress testing at different levels - from investment portfolios and individual banks to the entire banking system The use of artificial intelligence, machine learning and quantum computing to gain insights into and address banks' structural weaknesses Opportunities to co-integrate reverse stress testing with recovery and resolution planning Governance and processes for board members and C-suite executives Readers will benefit from the case studies, use cases from practitioners, discussion questions, recommendations and innovative practices provided in this insightful and pioneering book.

IFRS 9 and CECL Credit Risk Modelling and Validation - A Practical Guide with Examples Worked in R and SAS (Paperback): Tiziano... IFRS 9 and CECL Credit Risk Modelling and Validation - A Practical Guide with Examples Worked in R and SAS (Paperback)
Tiziano Bellini 1
R2,392 R1,986 Discovery Miles 19 860 Save R406 (17%) Ships in 12 - 17 working days

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.

Stress Testing and Risk Integration in Banks - A Statistical Framework and Practical Software Guide (in Matlab and R)... Stress Testing and Risk Integration in Banks - A Statistical Framework and Practical Software Guide (in Matlab and R) (Hardcover)
Tiziano Bellini
R2,139 R1,883 Discovery Miles 18 830 Save R256 (12%) Ships in 12 - 17 working days

Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Canon 445 Original Ink Cartridge (Black)
R700 R335 Discovery Miles 3 350
What Really Happened In Wuhan
Sharri Markson Paperback R300 R240 Discovery Miles 2 400
Higher
Michael Buble CD  (1)
R459 Discovery Miles 4 590
Playstation 4 Replacement Case
 (9)
R54 Discovery Miles 540
Wild About You - A 60-Day Devotional For…
John Eldredge, Stasi Eldredge Hardcover R309 Discovery Miles 3 090
Loot
Nadine Gordimer Paperback  (2)
R383 R318 Discovery Miles 3 180
Loot
Nadine Gordimer Paperback  (2)
R383 R318 Discovery Miles 3 180
Lucky Plastic 3-in-1 Nose Ear Trimmer…
R289 Discovery Miles 2 890
Jeronimo - DIY Garden house play set…
R249 R232 Discovery Miles 2 320
First Dutch Brands Leaf Design Hanging…
R145 Discovery Miles 1 450

 

Partners