Financial Statements-Based Bank Risk Aggregation (Innovation in Risk Analysis) - Image 1

£104.76

Springer Financial Statements-Based Bank Risk Aggregation (Innovation in Risk Analysis)

Name: Financial Statements-Based Bank Risk Aggregation (Innovation in Risk Analysis)
Brand: Springer
Price: 104.76 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£105 today · usual range £0–£0 · best ever £8

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 596 days • 596 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 596 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £90-110 (283 days, 47.5%)

Price range: £8.44 - £110

Price levels: 5 price ranges over 596 days

Description

This book proposes a bank risk aggregation framework based on financial statements. Specifically, bank risk aggregation is of great importance to maintain stable operation of banking industry and prevent financial crisis. A major obstacle to bank risk management is the problem of data shortage, which makes many quantitative risk aggregation approaches typically fail. Recently, to overcome the problem of inaccurate total risk results caused by the shortage of risk data, some researchers have proposed a series of financial statements-based bank risk aggregation approaches. However, the existing studies have drawbacks of low frequency and time lag of financial statements data and usually ignore off-balance sheet business risk in bank risk aggregation. Thus, by reviewing the research progress in bank risk aggregation based on financial statements and improving the drawbacks of existing methods, this book proposes a bank risk aggregation framework based on financial statements. It makes full use of information recorded in financial statements, including income statement, on- and off-balance sheet assets, and textual risk disclosures, which solves the problem of data shortage in bank risk aggregation to some extent and improves the reliability and rationality of bank risk aggregation results. This book not only improves the theoretical studies of bank risk aggregation, but also provides an important support for the capital allocation of the banking industry in practice. Thus, this book has theoretical and practical importance for bank managers and researchers of bank risk management.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 9811904103
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 17 March 2023
Listed Since: 19 February 2023

Barcode

No barcode data available

Springer Financial Statements-Based Bank Risk Aggregation (Innovation in Risk Analysis)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Ertragsorientiertes Bankmanagement: Band 1: Messung von Rentabilität und Risiko im Bankgeschäft

Bank Risk Management in Developing Economies: Addressing the Unique Challenges of Domestic Banks

Banking and Effective Capital Regulation in Practice: A Leadership Perspective (Banking, Money and International Finance)

Integrating Market, Credit and Operational Risk: A Complete Guide for Bankers and Risk Professionals

Mapping the Risks and Risk Management Practices in Islamic Banking (Wiley Finance)

A Risk Professionals Survival Guide: Applied Best Practices in Risk Management (Wiley Finance)

Bank Management and Control: Strategy, Pricing, Capital and Risk Management (Management for Professionals)

Corporate Risk Management: Theories and Applications (Wiley Finance)

Financial Analysis and Risk Management: Data Governance, Analytics and Life Cycle Management

Foundations of Financial Risk: An Overview of Financial Risk and Risk-based Financial Regulation (Wiley Finance)

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk

Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk (World Bank Training)

Bank Regulation: Effects on Strategy, Financial Accounting and Management Control (Routledge Studies in Accounting)

Basel IV: The Next Generation of Risk Weighted Assets

Heads or Tails: Financial Disaster, Risk Management and Survival Strategy in the World of Extreme Risk

Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates (Finance and Capital Markets Series)

The Bank Credit Analysis Handbook: A Guide for Analysts, Bankers and Investors: 675 (Wiley Finance)

Bank Risk, Governance and Regulation (Palgrave Macmillan Studies in Banking and Financial Institutions)

Successful Bank Asset/Liability Management: A Guide to the Future Beyond Gap

Adapting to Basel III and IV: Re-engineering capital, business mix and performance management practices post-crisis

Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)

Financial Risk Management: Models, History, and Institutions: 538 (Wiley Finance)

Risk, Value And Default: 8 (World Scientific Series in Finance)