Integrated Risk Management of Non-Maturing Accounts (Record no. 50872)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03373nam a22005535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-658-04903-4 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211744.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140123s2014 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783658049034 |
| -- | 978-3-658-04903-4 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 650 |
| 100 1# - AUTHOR NAME | |
| Author | Stra�er, Jeffry. |
| 245 10 - TITLE STATEMENT | |
| Title | Integrated Risk Management of Non-Maturing Accounts |
| Sub Title | Practical Application and Testing of a Dynamic Replication Model / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVII, 116 p. 19 illus. |
| 490 1# - SERIES STATEMENT | |
| Series statement | BestMasters |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | Modelling of risk factors -- Setting up a multistage stochastic program -- Model output and performance analysis -- Full program code for all described steps in open-source statistical programming language R. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank's funding. The modelling for their risk management and pricing is a challenging yet crucial task in today's asset/liability management, with increasing computational power allowing for new approaches. Jeffry Stra�er outlines an implementation of a state-of-the-art dynamic replication model in detail. A case study with recent data supports the expected superiority of the model. Additionally, it provides tangible recommendations for model specifications derived from practical and mathematical consideration, as well as empirical findings. Practitioners will appreciate the comprehensive programming code attached.   Contents Modelling of risk factors Setting up a multistage stochastic program Model output and performance analysis Full program code for all described steps in open-source statistical programming language R      Target Groups Researchers and students in the field of bank (risk) management, statistics and business informatics Practitioners in bank management, bank risk management, and bank regulation   The Author Jeffry Stra�er MA obtained his master�s degree at the University of Applied Sciences bfi Vienna in the programme "Quantitative Asset and Risk Management". |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Data processing. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-658-04903-4 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Wiesbaden : |
| -- | Springer Fachmedien Wiesbaden : |
| -- | Imprint: Springer Gabler, |
| -- | 2014. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Business. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Management science. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations research. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Decision making. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Information technology. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Business |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Business and Management. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Business and Management, general. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | IT in Business. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operation Research/Decision Theory. |
| 912 ## - | |
| -- | ZDB-2-SBE |
No items available.