Risk Management in Banks and Insurance Companies

This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates.

Aceasta carte prezinta modul in care managementul modern al riscurilor in banci si companii de asigurari poate fi modelat in Excel si Matlab. In continuare, autorii introduc si explica modelarea riscurilor de credit si a riscurilor operationale care sunt cuantificate prin calibrarea distributiilor pierderilor pe baza estimarilor expertilor.