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CreditRisk+ in the Banking Industry
CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. This timely book will be an indispensable tool.
Intelligent Systems and Decision Making for Risk Analysis and Crisis Response
In this present internet age, risk analysis and crisis response based on information will make up a digital world full of possibilities and improvements to people’s daily life and capabilities. These services will be supported by more intelligent systems and more effective decisionmaking. This book contains all the papers presented at the 4th International Conference on Risk Analysis and Crisis Response, August 27-29, 2013, Istanbul, Turkey. The theme was intelligent systems and decision making for risk analysis and crisis response. The risk issues in the papers cluster around the following topics: natural disasters, finance risks, food and feed safety, catastrophic accidents, critical infrastructure, global climate change, project management, supply chains, public health, threats to social safety, energy and environment. This volume will be of interest to all professionals and academics in the field of risk analysis, crisis response, intelligent systems and decision-making, as well as related fields of enquiry.
The Oxford Handbook of Banking
This handbook provides an overview and analysis of state-of-the-art research in banking written by researchers in the field. It includes abstract theory, empirical analysis, and practitioner and policy-related material.
Credit Risk
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.
An Introduction to Computational Risk Management of Equity-Linked Insurance
The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in traditional life and annuity products, insurers face unprecedented financial risks since the introduction of equity-linking insurance in 1960s. As the industry moves into the new territory of managing many intertwined financial and insurance risks, non-traditional problems and challenges arise, presenting great opportunities for technology development. Today's computational power and technology ma...
Handbook of Solvency for Actuaries and Risk Managers
A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project. It focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the Solvency II project. The author describes valuation and investment approaches, explains how to develop models and measure various risks, and presents approaches for calculating minimum capital requirements based on CEIOPS final advice. Updates on solvency projects and issues are available at www.SolvencyII.nu
Risk Finance and Asset Pricing
A comprehensive guide to financial engineering that stresses real-world applications Financial engineering expert Charles S. Tapiero has his finger on the pulse of shifts coming to financial engineering and its applications. With an eye toward the future, he has crafted a comprehensive and accessible book for practitioners and students of Financial Engineering that emphasizes an intuitive approach to financial and quantitative foundations in financial and risk engineering. The book covers the theory from a practitioner perspective and applies it to a variety of real-world problems. Examines the cornerstone of the explosive growth in markets worldwide Presents important financial engineering techniques to price, hedge, and manage risks in general Author heads the largest financial engineering program in the world Author Charles Tapiero wrote the seminal work Risk and Financial Management.
Beatles, Motown, Beach Boys, Etc.: Classic Rock Discographies, Commentary, and Mono vs. Stereo Analysis
Motown native and baby boomer Dave Armstrong (born in 1958) provides a goldmine of information in this homage to classic rock, with massive, fact-filled discographies of songs by Motown artists, The Beatles, The Beach Boys, Detroit Rock (1965-1975), Buddy Holly, Sam Cooke, and Van Morrison: including data concerning stereo and mono versions, recording dates, producers, songwriters, Billboard chart positions, best-sounding recordings, and many other facts. Also contains chapters on the topics of rockabilly, a blues and country musical pilgrimage to the South, recent landmark albums by Paul McCartney and Brian Wilson, selected Beatles mono recordings (deemed as superior to their stereo counterparts), a review of Beatles imitation groups, Bob Seger, classic rock artists 60 years or older, and favorite singles and albums from the classic rock era. A distinctly nostalgic tone is evident throughout. Any fan of classic rock (especially residents of Michigan and Detroiters) will love the musical reflections.
Monte Carlo and Quasi-Monte Carlo Methods 2008
This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
