Financial risk analytics : measurement, management and examples in R
Arora, R. K.
Financial risk analytics : measurement, management and examples in R - New Delhi: Wiley India Pvt Ltd, 2022. - xxxvii, 421p.
Includes index.
The book is of particular use for risk managers working in the banking industry. Banks are required by the Basel guidelines to have sufficient risk capital to cover the potential losses that they face. Banks can either use the norms prescribed by the Basel guidelines or their own risk models to measure different financial risks in order to estimate the risk capital requirement. The book can be extremely helpful to banks in performing these tasks.
9789354642135
Financial services.
Risk management.
Financial risk analysis
658.15 ARO
Financial risk analytics : measurement, management and examples in R - New Delhi: Wiley India Pvt Ltd, 2022. - xxxvii, 421p.
Includes index.
The book is of particular use for risk managers working in the banking industry. Banks are required by the Basel guidelines to have sufficient risk capital to cover the potential losses that they face. Banks can either use the norms prescribed by the Basel guidelines or their own risk models to measure different financial risks in order to estimate the risk capital requirement. The book can be extremely helpful to banks in performing these tasks.
9789354642135
Financial services.
Risk management.
Financial risk analysis
658.15 ARO