Scenario Analysis in Risk Management

Více o knize

Focusing on operational risk, stress testing, and systemic risk, this book offers a comprehensive exploration of scenario analysis. Each chapter presents various solutions for conducting reliable analyses, complemented by technical notes and practical applications. It guides practitioners in interpreting results for real-world management. The methodologies discussed—including consensus strategies, extreme value theory, and data mining—are explained in an accessible manner, ensuring even those without a quantitative background can grasp their significance and implementation benefits.