Focusing on the critical area of country risk evaluation, this book presents a detailed framework for assessing various models through multiple classification techniques. It draws from diverse theoretical perspectives, offering insights that bridge economics and finance. The comprehensive approach aims to enhance understanding and application of risk evaluation methodologies, making it a valuable resource for researchers and practitioners in the field.
Focusing on the intersection of bank asset-liability management (ALM) and goal programming techniques, this book fills a significant gap in the literature. Unlike other works that either address general methodologies or fail to integrate these specific concepts, it offers a comprehensive exploration of how goal programming can be applied to bank ALM. This unique approach not only enhances understanding but also illustrates the practical contributions of goal programming within the banking sector.
Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance. Written by experts in the fields of multicriteria methodology, credit risk assessment, operations research, and financial management, this book develops a comprehensive framework for evaluating models based on several classification techniques that emerge from different theoretical directions. This book compares different statistical and data mining techniques, noting the advantages of each method, and introduces new multicriteria methodologies that are important to country risk modeling. This work is a useful toolkit for economists, financial managers, bank managers, operations researchers, management scientists, and risk analysts. Moreover, the book can also be used as a supplementary textbook for graduate courses in finance and financial risk management.