Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a …How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool … hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk …

Introduction -- Liquidity and risk -- Liquidity risk regulation -- Liquidity risk management -- Model for the … quantification of structural liquidity risk -- Calculation -- Conclusion -- References. …Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits …

Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3 …. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement …-stage bank risk aggregation approach based on financial statements data and external loss data -- Chapter 7. Bank risk …

-- Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis -- Intertemporal Risk and Currency Risk -- Credit … Derivatives -- Foreign exchange risk premium and policy uncertainty -- Treasury Inflation-Protected Securities -- Asset Pricing … -- Structural Credit Risk Models: Endogenous Versus Exogenous Default -- Arbitrage Opportunity Set and the Role of Corporations …

switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments … -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The … Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the …

Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION … III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8 …. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk …

This book provides an overview of the evolution of investment and risk, together with a synthesis of research on these … strategies and trends in investment. Broad in scope, the book covers the most important aspects of investment risk management …

repo rate -- 26 Investment Accounts Objectives and Strategies -- Part 7. Risk Management Practice -- 27 Trading Accounts … investment objectives and rationales, some of the most frequently applied trading and investment strategies, and risk management … gaining deeper insights into the Chinese market so as to develop or strengthen their global strategy application and risk …

Benchmarking and Tactical Asset Allocation -- Part 4 Risk Management, Credit Risk and Credit Derivatives -- 26 Monte Carlo … Simulations -- 27 Value at Risk, Expected Shortfall and Other Risk Measures -- 28 Credit Risk (1) – Credit Risk Assessment …: Empirical Analysis and Modeling -- 29 Modeling Credit Risk (2): Credit-VaR and Operational Methods for Credit Risk Management …

Chapter 1. Introduction -- Chapter 2. How AI Models are Built -- Chapter 3. AI Tools in Credit Risk -- Chapter 4. The …This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array … and larger data sets for credit risk modelling. The evaluation of credit risk has largely been based on client data …