書名: RISK ANALYTICS: FROM CONCEPT TO DEPLOYMENT
作者: NG EDWARD HON KHAY
ISBN: 9789811238703
出版社: World Scientific
出版日期: 2021/10
頁數: 244
#商業與管理
#風險管理與保險學
定價: 1757
售價: 1669
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詳細資訊

This book is written to empower risk professionals to turn analytics and models into deployable solutions with minimal IT intervention. Corporations, especially financial institutions, must show evidence of having quantified credit, market and operational risks. They have databases but automating the process to translate data into risk parameters remains a desire. Modelling is done using software with output codes not readily processed by databases. With increasing acceptance of open-source languages, database vendors have seen the value of integrating modelling capabilities into their products. Nevertheless, deploying solutions to automate processes remains a challenge. While not comprehensive in dealing with all facets of risks, the author aims to develop risk professionals who will be able to do just that. Contents: Introduction Risk Typology and Data Implications Risk Analytics Landscape Embedded R Data Audit Data Warehousing Analytical Data Sphere Risks in Financial Institutions Common Risk Models and Analytics Internal Rating System Deployment Through The Cycle (TTC) Updating Desktop Analytics Resources Readership: Risk management professionals, bankers, compliance officers as well as modelers and students who are interested in risk analytics.

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