000			01353nam a22001697a 4500
008			231019b2022 |||||||| |||| 00| 0 eng d
020			_a9789354642135
082			_a332.10681 ARO-R
100			_aArora, R.K.
245			_aFinancial Risk Analytics : _bmeasurement, management and examples in R / _cR.K. Arora and Prerna Lal
260			_aIndia _bWiley India _c2022
300			_a421p.
500			_aThe 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.
650			_aCorporations--Finance
650			_aRisk management
650			_aAsset-liability management
999			_c91078 _d91078