Amazon cover image
Image from Amazon.com

Financial risk analytics : measurement, management and examples in R

By: Contributor(s): Material type: TextTextPublication details: New Delhi: Wiley India Pvt Ltd, 2022.Description: xxxvii, 421pISBN:
  • 9789354642135 
Subject(s): DDC classification:
  • 658.15 ARO 
Summary: 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.
List(s) this item appears in: Faculty Publication
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Date due Barcode
Book Book International Management Institute New Delhi 658.15 ARO  (Browse shelf(Opens below)) Available 21497
Book Book International Management Institute New Delhi 658.15 ARO  (Browse shelf(Opens below)) Available 21498
Book Book International Management Institute New Delhi 658.15 ARO  (Browse shelf(Opens below)) Checked out 19/08/2024 21457

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.

There are no comments on this title.

to post a comment.

Williamson Magor Library | International Management Institute New Delhi