Risk management in banks and insurance companies: step by step
Auteur :
Blatter, Anja / Bradbury, Sean / Bruhn, Pascal / Ernst, Dietmar
Éditeur :
Springer International Publishing AG
ISBN :
9783031428357
Date de publication :
20 juil. 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates.