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Financial risk analytics : (Record no. 240933)

MARC details
000 -LEADER
fixed length control field	07188nam a22002537a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20260306141744.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	260220b \|\|\|\|\|\|\|\| \|\|\|\| 00\| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9789354642135
040 ## - CATALOGING SOURCE
Transcribing agency	AIMIT LIBRARY
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Edition number	1
Classification number	658.4038011
Item number	AROR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Arora, R K.
9 (RLIN)	256120
245 ## - TITLE STATEMENT
Title	Financial risk analytics :
Remainder of title	measurement management and examples in R /
Statement of responsibility, etc.	By R.K. Arora and Prerna Lal.
250 ## - EDITION STATEMENT
Edition statement	1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc.	New Delhi :
Name of publisher, distributor, etc.	Wiley India Pvt Ltd ,
Date of publication, distribution, etc.	2025.
300 ## - PHYSICAL DESCRIPTION
Extent	xxvii,421 p.;
Other physical details	PB
Dimensions	23.5 cm.
500 ## - GENERAL NOTE
General note	The book is of particular use for risk managers working in the banking industry. Banks are required by the Basel guidelines to have sufficient risk capital to cover the potential losses that they face. Banks can either use the norms prescribed by the Basel guidelines or their own risk models to measure different financial risks in order to estimate the risk capital requirement. The book can be extremely helpful to banks in performing these tasks.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note	Praise for the Book<br/><br/>Preface<br/><br/>Features of the Book<br/><br/>About the Authors<br/><br/>Chapter 1 Role of Analytics in Risk Management<br/><br/>1.1 Introduction<br/><br/>1.2 Role of Data in Analytics<br/><br/>1.3 Types of Data Analytics<br/><br/>1.4 Use of “R” for Analytics<br/><br/>1.5 Challenges in Use of Data Analytics<br/><br/>1.6 Risk Analytics<br/><br/>1.7 Steps in Risk Analytics<br/><br/>1.8 Benefits of Risk Analytics<br/><br/>1.9 Financial Risk Analytics 1<br/><br/>1.10 Current State of Financial Risk Analytics<br/><br/>1.11 Future of Financial Risk Analytics<br/><br/>1.12 Job Role of a Financial Risk Analyst and the Required Skills<br/><br/>Chapter 2 Introduction To Financial Risk Management<br/><br/>2.1 Introduction<br/><br/>2.2 Risk Management<br/><br/>2.3 Benefits of Risk Management<br/><br/>2.4 Types of Risks<br/><br/>2.4.1 Examples of Business Risks<br/><br/>2.4.2 Non-business Risks<br/><br/>2.5 Financial Markets<br/><br/>2.6 Types of Financial Risks<br/><br/>2.7 Market Risk<br/><br/>2.8 Credit/Counterparty Risk<br/><br/>2.9 Operational Risk<br/><br/>2.10 Model Risk<br/><br/>2.11 Risk and Risk Factors<br/><br/>2.12 Financial Risk Management<br/><br/>2.13 Steps in the Risk Management Process<br/><br/>Part I Market Risk<br/><br/>Chapter 3 Sensitivity Measures of Market Risk<br/><br/>3.1 Introduction<br/><br/>3.2 Sensitivity Measures of Market Risk<br/><br/>Chapter 4 Volatility and Correlation Measures of Market Risk<br/><br/>4.1 Introduction<br/><br/>4.2 Estimation of Volatility<br/><br/>4.3 Standard Approach<br/><br/>4.4 Weighting Schemes<br/><br/>4.5 The ARCH Model<br/><br/>4.6 The EWMA Model<br/><br/>4.7 GARCH (1,1) Model<br/><br/>4.8 Forecasting Future Volatility for Option Pricing<br/><br/>4.9 Component GARCH Model<br/><br/>4.10 Asymmetric Volatility<br/><br/>4.11 Implied Volatilities<br/><br/>4.12 Volatility Indices<br/><br/>4.13 Predicting Correlations<br/><br/>Chapter 5 Value at Risk and Expected Shortfall<br/><br/>5.1 Introduction<br/><br/>5.2 Value at Risk<br/><br/>5.3 Expected Shortfall (ES)<br/><br/>5.4 Choice of VaR Parameters<br/><br/>5.5 Aggregation of VaR and ES<br/><br/>5.6 Calculating VaR<br/><br/>5.7 Parametric and Nonparametric VaR<br/><br/>5.8 HS Approach<br/><br/>5.9 Monte Carlo Simulation Approach<br/><br/>5.10 Parametric VaR<br/><br/>5.11 VaR for Non-normal Distributions<br/><br/>5.12 Parametric Versus Nonparametric VaR<br/><br/>5.13 Marginal VaR<br/><br/>5.14 Component VaR<br/><br/>5.15 Back Testing<br/><br/>5.16 Stress Testing<br/><br/>5.17 Risk Metrics<br/><br/>Chapter 6 Management of Market Risk<br/><br/>6.1 Introduction<br/><br/>6.2 Portfolio Diversification<br/><br/>6.3 Hedging<br/><br/>6.4 Insurance-Type Contracts<br/><br/>6.5 Portfolio Insurance<br/><br/>6.6 Internal Hedges<br/><br/>6.7 Basel Guidelines<br/><br/>Part II Credit Risk<br/><br/>Chapter 7 Estimating Default and Migration Probabilities<br/><br/>7.1 Introduction<br/><br/>7.2 Credit Risk VaR<br/><br/>7.3 Measuring Probability of Default<br/><br/>7.4 Migration Probabilities<br/><br/>7.5 Basel Guidelines<br/><br/>Chapter 8 Credit Value at Risk<br/><br/>8.1 Introduction<br/><br/>8.2 Exposure at Default<br/><br/>8.3 Loss Given Default<br/><br/>8.4 Credit Risk Correlations<br/><br/>8.5 Expected and Unexpected Loss<br/><br/>8.6 Credit Risk Models<br/><br/>Chapter 9 Management of Credit Risk<br/><br/>9.1 Introduction<br/><br/>9.2 Marking-to-Market<br/><br/>9.3 Netting<br/><br/>9.4 Collateralization<br/><br/>9.5 Downgrade Triggers<br/><br/>9.6 Loan Syndication<br/><br/>9.7 Guarantees and Letters of Credit<br/><br/>9.8 Credit Rationing<br/><br/>9.9 Debt Covenants<br/><br/>9.10 Monitoring<br/><br/>9.11 Put Options<br/><br/>9.12 Credit Derivatives<br/><br/>9.13 Credit Insurance<br/><br/>9.14 Securitization<br/><br/>9.15 Basel Guidelines<br/><br/>Part III Other Financial Risk<br/><br/>Chapter 10 Operational Risk<br/><br/>10.1 Introduction<br/><br/>10.2 Types of Operational Risk Losses<br/><br/>10.3 Measurement of Operational Risk<br/><br/>10.4 Managing Operational Risk<br/><br/>10.5 Basel Guidelines<br/><br/>Chapter 11 Liquidity Risk<br/><br/>11.1 Introduction<br/><br/>11.2 Types of Liquidity Risk<br/><br/>11.3 Funding Liquidity Risk<br/><br/>11.4 Managing Liquidity Risk<br/><br/>11.5 Liquidity Black Holes<br/><br/>11.6 Basel III Regulations<br/><br/>Chapter 12 Model Risk<br/><br/>12.1 Introduction<br/><br/>12.2 Models for Pricing Standard Products<br/><br/>12.3 Models for Non-standard Products<br/><br/>12.4 Sources of Model Risk<br/><br/>12.5 Quantifying Model Risk<br/><br/>12.6 Managing Model Risk<br/><br/>12.7 Regulatory Requirement<br/><br/>12.8 Model Development<br/><br/>12.9 Model Validation<br/><br/>Part IV Other Topics<br/><br/>Chapter 13 Asset Liability Management<br/><br/>13.1 Introduction<br/><br/>13.2 Objectives of ALM<br/><br/>13.3 Interest Rate Risk<br/><br/>13.4 Liquidity Funding Risk<br/><br/>13.5 Organization of the ALM Function<br/><br/>13.6 Reserve Bank of India Guidelines on ALM by Indian Banks<br/><br/>Chapter 14 Enterprise Risk Management<br/><br/>14.1 Introduction<br/><br/>14.2 Economic Capital<br/><br/>14.3 Risk Appetite<br/><br/>14.4 Risk Culture<br/><br/>14.5 Top-down Approach<br/><br/>14.6 Bottom-up Approach<br/><br/>14.7 Risk Allocation<br/><br/>14.8 Risk-Adjusted Performance Measurement<br/><br/>14.9 Risk-Based Pricing<br/><br/>Chapter 15 Financial Innovation<br/><br/>15.1 Introduction<br/><br/>15.2 Important Financial Innovations<br/><br/>15.3 Role of Finance Theories and Models in Stimulating Financial Innovation<br/><br/>15.4 Factors that Motivate Financial Innovation<br/><br/>15.5 Diffusion of Financial Innovations<br/><br/>15.6 Classification and Functions of the Financial Innovations<br/><br/>15.7 Implications of Innovations on Financial Markets<br/><br/>15.8 The Future of Financial Innovation<br/><br/>Part V Appendices<br/><br/>Appendix A Sovereign Risk and Financial Crisis<br/><br/>A.1 Introduction<br/><br/>A.2 Sovereign Risk<br/><br/>A.3 Credit Crisis 2007<br/><br/>A.4 Flash Crashes<br/><br/>Real-Life Examples<br/><br/>Appendix B Solvency II Guidelines<br/><br/>B.1 Introduction<br/><br/>B.2 Objectives of Solvency II<br/><br/>B.3 Applicability<br/><br/>B.4 Pillars<br/><br/>Appendix C Introduction to Probability Theory<br/><br/>C.1 Probability<br/><br/>C.2 Properties of Probability<br/><br/>C.3 Characteristics of Probability Distributions<br/><br/>Appendix D Introduction to Financial Derivatives<br/><br/>D.1 Derivative<br/><br/>D.2 Types of Derivative Contracts<br/><br/>D.3 Put-Call Parity Theorem<br/><br/>Index
505 ## - FORMATTED CONTENTS NOTE
Statement of responsibility	About the Author<br/>Ravinder Kumar Arora is Professor of Finance and Accounting at International Management Institute, New Delhi. He is also a fellow member of the Institute of Cost Accountants of India and the Institute of Company Secretaries of India. Dr. Arora has around 23 years of experience in teaching Managerial Accounting, Corporate Finance, Project Finance, Risk Management, Cost Management, Management Control Systems
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Role of analytics in risk management
9 (RLIN)	256121
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Management of market risk
9 (RLIN)	256122
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Liquidity risk
9 (RLIN)	256123
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name	Lal, Prerna.
9 (RLIN)	256124
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme	Dewey Decimal Classification
Koha item type	Book
Edition	1
Call number prefix	658.4038011 AROR

Holdings
Withdrawn status	Lost status	Source of classification or shelving scheme	Damaged status	Not for loan	Collection code	Home library	Current library	Shelving location	Date acquired	Source of acquisition	Cost, normal purchase price	Inventory number	Total Checkouts	Full call number	Barcode	Date last seen	Cost, replacement price	Price effective from	Koha item type
		Dewey Decimal Classification			MBA	St Aloysius Institute of Management & Information Technology	St Aloysius Institute of Management & Information Technology	Finance	02/12/2026	SK Publishers & Distributors	949.00	Bill.no:SKP4043;Bill.dt:2026/2/2		658.4038011 AROR	MBA15254	05/23/2026	711.75	02/20/2026	Book