Economic capital and risk management

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F12%3A10133497" target="_blank" >RIV/00216208:11230/12:10133497 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Economic capital and risk management

Popis výsledku v původním jazyce

The focus of this book is to investigate the economic capital modelling and risk management of financial institutions during and after the global crisis. This publication primarily concentrates on the significant role of liquidity and operational risks that serve as the pivot point on which the past financial crisis turned. In terms of economic capital and risk modelling, standard methodologies such as value-at-risk or stress testing, as well as relatively new methods including copula functions and coherent risk measures, are applied. All four chapters collectively serve the common purpose of helping to provide presentation of both theoretical and practical aspects of economic capital and related risk management practices. The book is targeted to practitioners, academics, bankers and economists interested in a deeper understanding of this field of research.

Název v anglickém jazyce

Economic capital and risk management

Popis výsledku anglicky

The focus of this book is to investigate the economic capital modelling and risk management of financial institutions during and after the global crisis. This publication primarily concentrates on the significant role of liquidity and operational risks that serve as the pivot point on which the past financial crisis turned. In terms of economic capital and risk modelling, standard methodologies such as value-at-risk or stress testing, as well as relatively new methods including copula functions and coherent risk measures, are applied. All four chapters collectively serve the common purpose of helping to provide presentation of both theoretical and practical aspects of economic capital and related risk management practices. The book is targeted to practitioners, academics, bankers and economists interested in a deeper understanding of this field of research.

Druh

B - Odborná kniha

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GPP403%2F10%2FP278" target="_blank" >GPP403/10/P278: Implikace globální krize na řízení ekonomického kapitálu finančních institucí</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

ISBN

978-80-246-2147-0

Počet stran knihy

124

Název nakladatele

Karolinum

Místo vydání

Prague

Kód UT WoS knihy

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