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Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management¿s actuations. The model introduced complies with the standards of the Basel Accord. While R scripts are used for some examples, a prototypical software program for calculating the loss distribution and economic capital in the more detailed run-through example can be downloaded from www.garrulus.com

This noteworthy collection sheds some light on what lies ahead for worldwide emerging markets with the most up-to-date research from academics and practitioners. It addresses business cycles, equity returns, regulations, corporate governance, corruption, and more in various international markets. The book offers a rare glimpse into the growing markets of the Middle East and North African (MENA) region. It examines the performance of Latin American, Indian, and Asian markets over time and compares their risk. The book also investigates Balkan economics, including the trade flows and volatility of these transition countries in Europe.

Details how uncertainty and flexibility can be evaluated to assist in making better investment decisions in companies. This book presents case studies from diverse industries, including life sciences, pharmaceuticals, commodities, energy, technology, manufacturing, and financial services.

A collection that reveals what lies ahead for worldwide emerging markets. It addresses business cycles, equity returns, regulations, corporate governance, corruption, and more in various international markets. It also investigates Balkan economics, including the trade flows and volatility of these transition countries in Europe.

In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.

This book focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk.