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OverviewThis 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. Full Product DetailsAuthor: Bertrand K. HassaniPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: Softcover reprint of the original 1st ed. 2016 Dimensions: Width: 15.50cm , Height: 1.00cm , Length: 23.50cm Weight: 2.759kg ISBN: 9783319797274ISBN 10: 3319797271 Pages: 162 Publication Date: 23 June 2018 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsIntroduction and Environment.- Environment.- The Information set.- The Consensus Approach.- Tilting Strategy - Using Probability Distribution Properties.- Leveraging Extreme Value Theory.- Bayesian Networks.- Articial neural network to serve scenario analysis purposes.- Fault Trees and variations.- Forward looking underlying information: Working with time series.- Dependencies and relationships between variables.ReviewsAuthor InformationDr. Bertrand Hassani is Global Head of Research and Innovation - Risk Methodology, Grupo Santander, and Associate Researcher Université Paris 1 Panthéon Sorbonne Tab Content 6Author Website:Countries AvailableAll regions |
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