Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management:
Financial institutions face a critical challenge in managing financial risks effectively under the stringent regulatory frameworks of Basel III and Solvency II. Traditional risk management approaches often need to provide the necessary tools to control risks in a dynamic and evolving market environm...
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| Other Authors: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hershey, Pennsylvania
IGI Global
2024
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| Subjects: | |
| Online Access: | DE-91 DE-898 DE-1050 Volltext |
| Summary: | Financial institutions face a critical challenge in managing financial risks effectively under the stringent regulatory frameworks of Basel III and Solvency II. Traditional risk management approaches often need to provide the necessary tools to control risks in a dynamic and evolving market environment. A comprehensive methodology integrating advanced risk analysis concepts and structured frameworks is essential for institutions to achieve optimal risk management outcomes, leading to increased solvency risk, capital requirements, and value at risk (VAR).Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management is a groundbreaking book that presents a transformative approach to financial risk management. Inspired by Peter L. Bernstein's insight on risk control, this book introduces a unique methodology that combines the DMAIC framework with advanced risk analysis concepts. Financial institutions can enhance their risk management processes by applying these tools to internal models for Solvency II and Basel III, reduce solvency risk, and improve competitiveness. |
| Physical Description: | 1 Online-Ressource (299 Seiten) |
| ISBN: | 9798369337882 |
| DOI: | 10.4018/979-8-3693-3787-5 |
Staff View
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| isbn | 9798369337882 |
| language | English |
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| spelling | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Vojo Bubevski, editor Hershey, Pennsylvania IGI Global 2024 1 Online-Ressource (299 Seiten) txt rdacontent c rdamedia cr rdacarrier Financial institutions face a critical challenge in managing financial risks effectively under the stringent regulatory frameworks of Basel III and Solvency II. Traditional risk management approaches often need to provide the necessary tools to control risks in a dynamic and evolving market environment. A comprehensive methodology integrating advanced risk analysis concepts and structured frameworks is essential for institutions to achieve optimal risk management outcomes, leading to increased solvency risk, capital requirements, and value at risk (VAR).Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management is a groundbreaking book that presents a transformative approach to financial risk management. Inspired by Peter L. Bernstein's insight on risk control, this book introduces a unique methodology that combines the DMAIC framework with advanced risk analysis concepts. Financial institutions can enhance their risk management processes by applying these tools to internal models for Solvency II and Basel III, reduce solvency risk, and improve competitiveness. Financial risk management Financial risk Markov processes Monte Carlo method Six sigma (Quality control standard) Bubevski, Vojo edt Erscheint auch als Druck-Ausgabe 9798369337875 https://doi.org/10.4018/979-8-3693-3787-5 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Financial risk management Financial risk Markov processes Monte Carlo method Six sigma (Quality control standard) |
| title | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management |
| title_auth | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management |
| title_exact_search | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management |
| title_full | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Vojo Bubevski, editor |
| title_fullStr | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Vojo Bubevski, editor |
| title_full_unstemmed | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Vojo Bubevski, editor |
| title_short | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management |
| title_sort | six sigma dmaic and markov chain monte carlo applications to financial risk management |
| topic | Financial risk management Financial risk Markov processes Monte Carlo method Six sigma (Quality control standard) |
| topic_facet | Financial risk management Financial risk Markov processes Monte Carlo method Six sigma (Quality control standard) |
| url | https://doi.org/10.4018/979-8-3693-3787-5 |
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