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Scenario Analysis in Risk Management

Theory and Practice in Finance

Authors: Hassani, Bertrand

  • Proposes different solutions to address scenario analysis issues in financial institutions
  • Provides tutorials to help readers implement these solutions
  • Applies the solutions to stress testing scenarios
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eBook 74,96 €
price for Spain (gross)
  • ISBN 978-3-319-25056-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-3-319-25054-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 93,59 €
price for Spain (gross)
  • ISBN 978-3-319-79727-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. 

About the authors

Dr. Bertrand Hassani is Global Head of Research and Innovation - Risk Methodology, Grupo Santander, and Associate Researcher Université Paris 1 Panthéon Sorbonne

Table of contents (11 chapters)

  • Introduction

    Hassani, Dr. Bertrand K.

    Pages 1-10

    Preview Buy Chapter 30,19 €
  • Environment

    Hassani, Dr. Bertrand K.

    Pages 11-24

    Preview Buy Chapter 30,19 €
  • The Information Set: Feeding the Scenarios

    Hassani, Dr. Bertrand K.

    Pages 25-37

    Preview Buy Chapter 30,19 €
  • The Consensus Approach

    Hassani, Dr. Bertrand K.

    Pages 39-50

    Preview Buy Chapter 30,19 €
  • Tilting Strategy: Using Probability Distribution Properties

    Hassani, Dr. Bertrand K.

    Pages 51-68

    Preview Buy Chapter 30,19 €

Buy this book

eBook 74,96 €
price for Spain (gross)
  • ISBN 978-3-319-25056-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-3-319-25054-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 93,59 €
price for Spain (gross)
  • ISBN 978-3-319-79727-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Scenario Analysis in Risk Management
Book Subtitle
Theory and Practice in Finance
Authors
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-25056-4
DOI
10.1007/978-3-319-25056-4
Hardcover ISBN
978-3-319-25054-0
Softcover ISBN
978-3-319-79727-4
Edition Number
1
Number of Pages
XIII, 162
Number of Illustrations
14 b/w illustrations, 20 illustrations in colour
Topics