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 en...
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| Other Authors: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA)
IGI Global
2024.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| 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: | 26 PDFs (299 Seiten) Also available in print. |
| Format: | Mode of access: World Wide Web. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9798369337882 |
| Access: | Restricted to subscribers or individual electronic text purchasers. |
Staff View
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| 245 | 0 | 0 | |a Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management |c Vojo Bubevski, editor. |
| 264 | 1 | |a Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) |b IGI Global |c 2024. | |
| 300 | |a 26 PDFs (299 Seiten) | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a electronic |2 isbdmedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Chapter 1. Six Sigma quotation process -- Chapter 2. Six Sigma DMAIC yield analysis -- Chapter 3. Six Sigma DMAIC failure rate -- Chapter 4. Six Sigma DMAIC failure rate with RiskTheo functions -- Chapter 5. Financial statements prediction -- Chapter 6. New products profitability analysis -- Chapter 7. Banks' credit losses analysis -- Chapter 8. Discounted cash flow projection -- Chapter 9. Comprehensive investment risk assessment -- Chapter 10. Risk assessment in investment portfolio -- Chapter 11. Estimating loan interest rates and payments -- Chapter 12. Bank loan portfolio credit risk analysis -- Chapter 13. Price evolution with Markov Chain Monte Carlo -- Chapter 14. Risk management future directions. | |
| 506 | |a Restricted to subscribers or individual electronic text purchasers. | ||
| 520 | 3 | |a "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."-- |c Provided by publisher. | |
| 530 | |a Also available in print. | ||
| 538 | |a Mode of access: World Wide Web. | ||
| 588 | |a Description based on title screen (IGI Global, viewed 04/10/2024). | ||
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Financial risk. | |
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Monte Carlo method. | |
| 650 | 0 | |a Six sigma (Quality control standard) | |
| 653 | |a Comprehensive Investment Risk Assessment. | ||
| 653 | |a Estimating Loan Interest Rates and Payments. | ||
| 653 | |a Financial Statement Forecast. | ||
| 653 | |a Insurance Claims Payments Risk Analysis. | ||
| 653 | |a Price Evolution with Markov Chain Monte Carlo. | ||
| 653 | |a Projecting Interest Rates. | ||
| 653 | |a Risk Analysis of Insurance Claims and Reinsurance. | ||
| 653 | |a Risk Assessment in Investment Portfolio. | ||
| 653 | |a Value at Risk (VAR) in Finance. | ||
| 653 | |a Value at Risk (VAR) Portfolio Analysis. | ||
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Bubevski, Vojo |d 1953- |e editor. | |
| 710 | 2 | |a IGI Global, |e publisher. | |
| 776 | 0 | 8 | |i Print version: |z 9798369337875 |
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| 912 | |a ZDB-98-IGB | ||
| 049 | |a DE-862 | ||
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Record in the Search Index
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|---|---|
| _version_ | 1826942603371741184 |
| adam_text | |
| any_adam_object | |
| author2 | Bubevski, Vojo 1953- |
| author2_role | edt |
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| author_facet | Bubevski, Vojo 1953- |
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| callnumber-first | H - Social Science |
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| contents | Chapter 1. Six Sigma quotation process -- Chapter 2. Six Sigma DMAIC yield analysis -- Chapter 3. Six Sigma DMAIC failure rate -- Chapter 4. Six Sigma DMAIC failure rate with RiskTheo functions -- Chapter 5. Financial statements prediction -- Chapter 6. New products profitability analysis -- Chapter 7. Banks' credit losses analysis -- Chapter 8. Discounted cash flow projection -- Chapter 9. Comprehensive investment risk assessment -- Chapter 10. Risk assessment in investment portfolio -- Chapter 11. Estimating loan interest rates and payments -- Chapter 12. Bank loan portfolio credit risk analysis -- Chapter 13. Price evolution with Markov Chain Monte Carlo -- Chapter 14. Risk management future directions. |
| ctrlnum | (CaBNVSL)slc00005790 (OCoLC)1429862679 |
| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre | Electronic books. |
| genre_facet | Electronic books. |
| id | ZDB-98-IGB-00337149 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-18T14:30:38Z |
| institution | BVB |
| isbn | 9798369337882 |
| language | English |
| oclc_num | 1429862679 |
| open_access_boolean | |
| owner | DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 26 PDFs (299 Seiten) Also available in print. |
| psigel | ZDB-98-IGB FWS_PDA_IGB ZDB-98-IGB |
| publishDate | 2024 |
| publishDateSearch | 2024 |
| publishDateSort | 2024 |
| publisher | IGI Global |
| record_format | marc |
| spelling | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Vojo Bubevski, editor. Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) IGI Global 2024. 26 PDFs (299 Seiten) text rdacontent electronic isbdmedia online resource rdacarrier Includes bibliographical references and index. Chapter 1. Six Sigma quotation process -- Chapter 2. Six Sigma DMAIC yield analysis -- Chapter 3. Six Sigma DMAIC failure rate -- Chapter 4. Six Sigma DMAIC failure rate with RiskTheo functions -- Chapter 5. Financial statements prediction -- Chapter 6. New products profitability analysis -- Chapter 7. Banks' credit losses analysis -- Chapter 8. Discounted cash flow projection -- Chapter 9. Comprehensive investment risk assessment -- Chapter 10. Risk assessment in investment portfolio -- Chapter 11. Estimating loan interest rates and payments -- Chapter 12. Bank loan portfolio credit risk analysis -- Chapter 13. Price evolution with Markov Chain Monte Carlo -- Chapter 14. Risk management future directions. Restricted to subscribers or individual electronic text purchasers. "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."-- Provided by publisher. Also available in print. Mode of access: World Wide Web. Description based on title screen (IGI Global, viewed 04/10/2024). Financial risk management. Financial risk. Markov processes. Monte Carlo method. Six sigma (Quality control standard) Comprehensive Investment Risk Assessment. Estimating Loan Interest Rates and Payments. Financial Statement Forecast. Insurance Claims Payments Risk Analysis. Price Evolution with Markov Chain Monte Carlo. Projecting Interest Rates. Risk Analysis of Insurance Claims and Reinsurance. Risk Assessment in Investment Portfolio. Value at Risk (VAR) in Finance. Value at Risk (VAR) Portfolio Analysis. Electronic books. Bubevski, Vojo 1953- editor. IGI Global, publisher. Print version: 9798369337875 |
| spellingShingle | Six Sigma DMAIC and Markov chain Monte Carlo applications to financial risk management Chapter 1. Six Sigma quotation process -- Chapter 2. Six Sigma DMAIC yield analysis -- Chapter 3. Six Sigma DMAIC failure rate -- Chapter 4. Six Sigma DMAIC failure rate with RiskTheo functions -- Chapter 5. Financial statements prediction -- Chapter 6. New products profitability analysis -- Chapter 7. Banks' credit losses analysis -- Chapter 8. Discounted cash flow projection -- Chapter 9. Comprehensive investment risk assessment -- Chapter 10. Risk assessment in investment portfolio -- Chapter 11. Estimating loan interest rates and payments -- Chapter 12. Bank loan portfolio credit risk analysis -- Chapter 13. Price evolution with Markov Chain Monte Carlo -- Chapter 14. Risk management future directions. 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) Electronic books. |
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