Essays on Financial Analytics PDF Download

Author: Pascal Alphonse
Publisher: Springer Nature
ISBN: 303129050X
Category :
Languages : en
Pages : 344

View

Book Description

Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903077
Category : Business & Economics
Languages : en
Pages : 576

View

Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.

Author: El Bachir Boukherouaa
Publisher: International Monetary Fund
ISBN: 1589063953
Category : Business & Economics
Languages : en
Pages : 35

View

Book Description
This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.

Author: Adam Sanoé Booij
Publisher: Rozenberg Publishers
ISBN: 9036101190
Category :
Languages : en
Pages : 174

View

Book Description

Author: Ludwig Van den Hauwe
Publisher: BoD – Books on Demand
ISBN: 2810602212
Category : Monetary policy
Languages : en
Pages : 188

View

Book Description
Recent events in international financial markets have revived the scientific interest in conceivable institutional alternatives to prevailing monetary arrangements. In the essays reprinted in this book, the author critically examines some of the more influential arguments which have been made in favour of decentralization in banking.

Author: Thomas Jopp
Publisher: Springer Nature
ISBN: 365846173X
Category : Electronic books
Languages : en
Pages : 225

View

Book Description

Author: European Central Bank
Publisher:
ISBN:
Category : Bank reserves
Languages : en
Pages : 376

View

Book Description

Author: Jorge Rocha
Publisher: BoD – Books on Demand
ISBN: 1838807942
Category : Risk assessment
Languages : en
Pages : 116

View

Book Description
Risk analysis, risk evaluation and risk management are the three core areas in the process known as 'Risk Assessment'. Risk assessment corresponds to the joint effort of identifying and analysing potential future events, and evaluating the acceptability of risk based on the risk analysis, while considering influencing factors. In short, risk assessment analyses what can go wrong, how likely it is to happen and, if it happens, what are the potential consequences. Since risk is a multi-disciplinary domain, this book gathers contributions covering a wide spectrum of topics with regard to their theoretical background and field of application. The work is organized in the three core areas of risk assessment.

Author: Darrell Duffie
Publisher: Princeton University Press
ISBN: 1400829178
Category : Business & Economics
Languages : en
Pages : 415

View

Book Description
In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.

Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

View

Book Description