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商品描述
This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.
商品描述(中文翻譯)
本書專注於識別和解釋在操作風險、壓力測試和系統性風險的背景下，情境分析的關鍵決定因素，以及管理和規劃。每一章都提供了執行可靠情境分析的替代解決方案。作者還提供了技術註釋，並描述了每個解決方案的應用和關鍵特徵。此外，本書還包括一個部分，幫助實務工作者解釋結果並將其調整為實際管理活動。書中介紹的方法論，包括源自共識策略、極值理論、貝葉斯網絡、神經網絡、故障樹、頻率統計和數據挖掘，旨在使沒有定量背景的讀者也能理解。特別強調這些方法論實施所帶來的附加價值。
作者簡介
Dr. Bertrand Hassani is Global Head of Research and Innovation - Risk Methodology, Grupo Santander, and Associate Researcher Université Paris 1 Panthéon Sorbonne
作者簡介(中文翻譯)
伯特蘭·哈薩尼博士是桑坦德集團全球研究與創新 - 風險方法論的負責人，並且是巴黎第一大學（Panthéon-Sorbonne）副研究員。
