Financial Risk Analytics : measurement, management and examples in R / R.K. Arora and Prerna Lal
Material type:
TextPublication details: India Wiley India 2022Description: 421pISBN: - 9789354642135
- 332.10681 ARO-R
| Item type | Current library | Collection | Shelving location | Call number | Copy number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|---|---|
Books
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BITS Pilani Hyderabad | 330 | General Stack (For lending) | 332.10681 ARO-R (Browse shelf(Opens below)) | INR 829.00 | Available | 47379 |
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.
Covers important concepts related to the development of models for measurement of financial risk and implimentation of these models using the R software.
Serves as a comprehensive guide to practical financial risk analytics for risk professionals engaged in financil risk management.
The assignment material provided in the book will test the risk modeling knowledge of the students.
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