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Basic Statistics for Risk Management in Banks and Financial Institutions Hardcover – Import, 8 March 2022
by
Arindam Bandyopadhyay
(Author)
Arindam Bandyopadhyay (Author) Find all the books, read about the author, and more. See search results for this author |
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The book provides an engaging account of theoretical, empirical, and practical aspects of various statistical methods in measuring risks of financial institutions, especially banks. In this book, the author demonstrates how banks can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability. It covers three primary areas of banking; risks-credit, market, and operational risk and in a uniquely intuitive, step-by-step manner the author provides hands-on details on the primary statistical tools that can be applied for financial risk measurement and management.
The book lucidly introduces concepts of various well-known statistical methods such as correlations, regression, matrix approach, probability and distribution theorem, hypothesis testing, value at risk, and Monte Carlo simulation techniques and provides a hands-on estimation and interpretation of these tests in measuring risks of the financial institutions. The book strikes a fine balance between concepts and mathematics to tell a rich story of thoughtful use of statistical methods.
The book lucidly introduces concepts of various well-known statistical methods such as correlations, regression, matrix approach, probability and distribution theorem, hypothesis testing, value at risk, and Monte Carlo simulation techniques and provides a hands-on estimation and interpretation of these tests in measuring risks of the financial institutions. The book strikes a fine balance between concepts and mathematics to tell a rich story of thoughtful use of statistical methods.
- Print length320 pages
- LanguageEnglish
- PublisherOUP Oxford
- Publication date8 March 2022
- ISBN-100192849018
- ISBN-13978-0192849014
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Product description
About the Author
Arindam Bandyopadhyay is Acting Director, Dean Education, Associate Dean (Training & Consultancy), Associate Professor (Finance), National Institute of Bank Management, Pune. He is also the Editor of the journal PRAJNAN. He has a PhD and an M.Phil from Jawaharlal Nehru University.
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Product details
- Publisher : OUP Oxford (8 March 2022)
- Language : English
- Hardcover : 320 pages
- ISBN-10 : 0192849018
- ISBN-13 : 978-0192849014
- Item Weight : 788 g
- Best Sellers Rank: #40,473 in Books (See Top 100 in Books)
- #29 in Banking
- #31 in Econometrics & Statistics
- #53 in Banks & Banking (Books)
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