This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk,...

Modern Credit Risk Management: From Theory to Practice is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit...

This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different...

Written by an experienced academic and practitioner, Operational Risk Management fills a gap in the information available on the Basel 2 Accord and offers valuable insights into the nature of operational risk

The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the...

Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...

Operational risk is the risk of loss from inadequate or failed internal processes, people, and systems or from external events. This book explores the different types of operational risk that threaten financial institutions, and focuses on practical due-diligence methodologies that can be used...

This book presents the latest developments and breakthroughs in fuzzy theory and performance prediction of queuing and reliability models by using the stochastic modeling and optimization theory. The main focus is on analytics that use fuzzy logic, queuing and reliability theory for the...

This book analyzes the underlying theoretical principles of multi-objective linear programming problems with multi-choice parameters. It studies transportation problems on the same domain with extension to fuzzy stochastic criteria, and offers insights into sensitivity analysis through symmetric...