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Catalogue complet

Nabil Nakbi

Assessing Credit Default Risk Using Logistic Regression. A Transparent Approach to Scoring with the UCI Dataset and SPSS

Unlock the incredible potential of enterprise risk management

There has been much evolution in terms of ERM best practices, experience, and standards and regulation over the past decade. Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Second Edition is the revised and updated essential guide to the now immensely popular topic of enterprise risk management (ERM). With contributions from leading academics and practitioners, this book offers insights into what practitioners are doing and what the future holds. You'll discover how you can implement best practices, improve ERM tools and techniques, and even learn to teach ERM. Retaining the holistic approach to ERM that made the first edition such a success, this new edition adds coverage of new topics including cybersecurity risk, ERM in government, foreign exchange risk, risk appetite, innovation risk, outsourcing risk, scenario planning, climate change risk, and much more. In addition, the new edition includes important updates and enhancements to topics covered in the first edition; so much of it has been revised and enhanced that it is essentially an entirely new book.

Enterprise Risk Management introduces you to the concepts and techniques that allow you to identify risks and prioritize the appropriate responses. This invaluable guide offers a broad overview, covering key issues while focusing on the principles that drive effective decision making and determine business success. This comprehensive resource also provides a thorough introduction to ERM as it relates to credit, market, and operational risk, as well as the evolving requirements of the board of directors' role in overseeing ERM.

Through the comprehensive chapters and leading research and best practices covered, this book:
* Provides a holistic overview of key topics in ERM, including the role of the chief risk officer, development and use of key risk indicators and the risk-based allocation of resources
* Contains second-edition updates covering additional material related to teaching ERM, risk frameworks, risk culture, credit and market risk, risk workshops and risk profiles and much more. Over 90% of the content from the first edition has been revised or enhanced
* Reveals how you can prudently apply ERM best practices within the context of your underlying business activities

Filled with helpful examples, tables, and illustrations, Enterprise Risk Management, Second Edition offers a wealth of knowledge on the drivers, the techniques, the benefits, as well as the pitfalls to avoid, in successfully implementing ERM.

Today's Leading Research and Best Practices for Tomorrow's Executives

Enterprise Risk Management

Wie erfasse und codiere ich die Daten meiner empirischen Erhebung? Welches Grundlagenwissen in Statistik benötige ich für eine Datenanalyse? Wie werte ich Daten forschungsfragen- bzw. hypothesengerecht aus? Und wie interpretiere ich Ergebnisse richtig? Nach einer kurzen Einführung in die Konzeption empirischer Studien erklärt diese praxisnahe Gebrauchsanleitung die wichtigsten statistischen Kennzahlen und skizziert schrittweise den Ablauf einer SPSS- (bzw. PSPP-) Auswertung. Als Basis dient ein eigens entwickelter Fragebogen mit korrespondierendem Datenfile zum kostenlosen Download (howtodo.at bzw. utb.de). Der Band enthält 95 Abbildungen, viele Querverweise, ein schlagwortoptimiertes Stichwortverzeichnis sowie zusätzliche digitale Materialien: frei (um)gestaltbare Muster für Ergebnisdarstellungen und Foliensätze für Vortragszwecke.

Zielgruppen sind Studierende der Publizistik-, Medien- und Kommunikationswissenschaft, der Sozial- und Wirtschaftswissenschaften sowie Praktiker:innen.

Eine Gebrauchsanleitung

How to do Statistik und SPSS

Dieses Buch richtet sich an Studentinnen und Studenten, die im Rahmen ihrer Seminar-, Projekt-, Bachelor- oder Masterarbeit quantitative Daten erheben. Neben deskriptiven Analysen sind in solchen Situationen zumeist induktive statistische Verfahren gefordert, die auf den ersten Blick teilweise relativ komplex erscheinen. In diesem Buch werden typische Verfahren eingeordnet und inhaltlich erläutert. Neben einer einfachen Einführung werden im Nachgang vertiefende Analysen vorgestellt. Alle Verfahren werden anhand von Beispielen auf Basis der Statistiksoftware IBM SPSS® dargestellt, die einen sehr einfachen Zugang auch zu komplexeren Verfahren bietet. Dabei werden die Beispiele, nach einer Einführung in das Programm als solches, systematisch Schritt für Schritt bearbeitet, so dass auch eigene Analysen im Rahmen schriftlicher Arbeiten problemlos vorgenommen werden können.Der Inhalt<ul><li>Einordnung der Datenanalyse</li><li>Grundlagen von SPSS</li><li>Datenerfassung am Beispiel einer schriftlichen Befragung</li><li>Datenanalyse mittels SPSS</li></ul>Der AutorDr. Michael Streich ist Professor im Studiengang BWL - Messe-, Kongress- und Eventmanagement an der Dualen Hochschule Baden-Württemberg in Ravensburg. Zu seinen Schwerpunkten gehören Statistik, Marktforschung, Marketing und wissenschaftliches Arbeiten.

Für Seminar-, Projekt-, Bachelor- und Masterarbeiten

Datenanalyse mit SPSS

An inside look at a Wall Street trading room and what this reveals about today's financial system Debates about financial reform have led to the recognition that a healthy financial system doesn't depend solely on how it is structured-organizational culture matters as well. Based on extensive research in a Wall Street derivatives-trading room, Taking the Floor considers how the culture of financial organizations might change in order for them to remain healthy, even in times of crises. In particular, Daniel Beunza explores how the extensive use of financial models and trading technologies over the recent decades has exerted a far-ranging and troubling influence on Wall Street. How have models reshaped financial markets? How have models altered moral behavior in organizations? Beunza takes readers behind the scenes in a bank unit that, within its firm, is widely perceived to be "a class act," and he considers how this trading room unit might serve as a blueprint solution for the ills of Wall Street's unsustainable culture. Beunza demonstrates that the integration of traders across desks reduces the danger of blind spots created by models. Warning against the risk of moral disengagement posed by the use of models, he also contends that such disengagement could be avoided by instituting moral norms and social relations. Providing a unique perspective on a complex subject, Taking the Floor profiles what an effective, responsible trading room can and should look like.

Models, Morals, and Management in a Wall Street Trading Room

Taking the Floor

Skills for Scholars

"The incisive guide that helps up-and-coming economists become successful scholarsThe Economist's Craft introduces graduate students and rising scholars to the essentials of research, writing, and other critical skills for a successful career in economics. Michael Weisbach enables you to become more effective at communicating your ideas, emphasizing the importance of choosing topics that will have a lasting impact. He explains how to write clearly and compellingly, present and publish your findings, navigate the job market, and more.Walking readers through each stage of a research project, Weisbach demonstrates how to develop research around a theme so that the value from a body of work is more than the sum of its individual papers. He discusses how to structure each section of an academic article and describes the steps that follow the completion of an initial draft, from presenting and revising to circulating and eventually publishing. Weisbach reveals how to get the most out of graduate school, how the journal review process works, how universities decide promotions and tenure, and how to manage your career and continue to seek out rewarding new opportunities.A how-to guide for the aspiring economist, The Economist's Craft covers a host of important issues rarely taught in the graduate classroom, providing readers with the tools and insights they need to succeed as professional scholars"--

An Introduction to Research, Publishing, and Professional Development

The Economist’s Craft

Written for the non-mathematician and free of unexplained technical jargon, Applied Statistics: Business and Management Research provides a user-friendly introduction to the field of applied statistics and data analysis.

Business and Management Research

Applied Statistics

PRAISE FOR TEN LAWS OF OPERATIONAL RISK "Operational Risk can no longer be described as a new concept, but as a discipline few attempts have been made to really understand its behaviour. In his book Michael does this very successfully, blending extensive practical experience with analytical thought leadership to propose a set of laws that explain why and how Operational Risks arise, and what can be done to manage them. Assertions are evidence based, with numerous real examples used to underpin his hypotheses. This is a valuable addition to Operational Risk thinking and is recommended for experienced professionals and novices alike." - Dr Luke Carrivick, Director of Research &amp; Information, ORX "Michael has established himself as one of Operational Risk's foremost thinkers. His ability to use historical data to analyse events is unrivalled. In this must-read book, he identifies ten fundamental laws that provide every Operational Risk practitioner with a clear set of rules they can use to understand current events and predict their impacts." - Andrew Sheen, former Head of the FSA's Operational Risk Review team "Michael is one of the most prominent thinkers in Operational Risk. He combines a long career in Operational Risk management and measurement with a deep, long-standing reflection on the fundamental causes, dynamics and patterns in the manifestation of Operational Risk events. He produces, with this book, a remarkable synthesis of his insightful and innovative work." - Dr Ariane Chapelle, Honorary Reader, University College London; Managing Partner, Chapelle Consulting "Michael is a highly respected expert in the field of Operational Risk, who has developed some ground-breaking frameworks for analysing this risk and guiding better risk management decisions. As a working practitioner in the field he brings many insights that will appeal to other practitioners as well as regulators, students and scholars." - Professor Elizabeth Sheedy, Macquarie Business School "Michael's views and analysis challenge the traditional Basel II views of Operational Risk and are genuinely thought-provoking. His book on the Ten Laws of Operational Risk will give financial services clarity and a practical view, where it has been previously lacking, on how best to manage such risks." - Tin Lau, Group Head of Financial and Strategic Risk, TP ICAP

Understanding its Behaviours to Improve its Management

Ten Laws of Operational Risk

Vorteile<ul><li>Enthält die wichtigsten Formeln für das Fach Statistik für Wirtschaftswissenschaftler</li><li>Idealer Begleiter des zugrunde liegenden Lehrbuchs, dem "Bleymüller"</li></ul>
Zum Werk
Dieses Standardwerk umfasst die zwei Teile Statistische Formeln und die für praktische Berechnungen benötigten Statistischen Tabellen. Vom Inhalt und Umfang entsprechen sie dem Rahmen einer typischen Bachelorausbildung in Statistik für Wirtschaftswissenschaftler. Damit eignen sie sich sehr gut zur Verwendung in statistischen Prüfungen und machen die Herausgabe gesonderter Klausurhilfsblätter weitgehend überflüssig.
"Die Formelsammlung ist sehr gut aufgebaut und hat mich in der Uni gut durch die Prüfungen gebracht. Man findet in kürzester Zeit alles und die Formelsammlung ist auch für Psychologen und Sozialwissenschaftler geeignet." Leserstimme

Zielgruppe
Für Studierende der Wirtschaftswissenschaften im Bachelor.

Kompakt und prüfungsrelevant für Wirtschaftswissenschaftler

Statistische Formeln und Tabellen

A comprehensive account of how government deficits and debt drive inflation Where do inflation and deflation ultimately come from? The fiscal theory of the price level offers a simple answer: Prices adjust so that the real value of government debt equals the present value of taxes less spending. Inflation breaks out when people don’t expect the government to fully repay its debts. The fiscal theory is well suited to today’s economy: Financial innovation undermines money demand, and central banks don’t control the money supply or aggressively change interest rates, invalidating classic theories, while large debts and deficits threaten inflation and constrain monetary policy. This book presents a comprehensive account of this important theory from one of its leading developers and advocates. John Cochrane aims to make fiscal theory useful as a conceptual framework and modeling tool, and for analyzing history and policy. He merges fiscal theory with standard models in which central banks set interest rates, giving a novel account of monetary policy. He generalizes the theory to explain data and make realistic predictions. For example, inflation decreases in recessions despite deficits because discount rates fall, raising the value of debt; specifying that governments promise to partially repay debt avoids classic puzzles and allows the theory to apply at all times, not just during periods of high inflation. Cochrane offers an extensive rethinking of monetary doctrines and institutions through the eyes of fiscal theory, and analyzes the era of zero interest rates and post-pandemic inflation. Filled with research by Cochrane and others, The Fiscal Theory of the Price Level offers important new insights about fiscal and monetary policy.

The Fiscal Theory of the Price Level

CREI Lectures in Macroeconomics

An integrated approach to the economics of sovereign default Fiscal crises and sovereign default repeatedly threaten the stability and growth of economies around the world. Mark Aguiar and Manuel Amador provide a unified and tractable theoretical framework that elucidates the key economics behind sovereign debt markets, shedding light on the frictions and inefficiencies that prevent the smooth functioning of these markets, and proposing sensible approaches to sovereign debt management. The Economics of Sovereign Debt and Default looks at the core friction unique to sovereign debt--the lack of strong legal enforcement--and goes on to examine additional frictions such as deadweight costs of default, vulnerability to runs, the incentive to "dilute" existing creditors, and sovereign debt's distortion of investment and growth. The book uses the tractable framework to isolate how each additional friction affects the equilibrium outcome, and illustrates its counterpart using state-of-the-art computational modeling. The novel approach presented here contrasts the outcome of a constrained efficient allocation--one chosen to maximize the joint surplus of creditors and government--with the competitive equilibrium outcome. This allows for a clear analysis of the extent to which equilibrium prices efficiently guide the government's debt and default decisions, and of what drives divergences with the efficient outcome. Providing an integrated approach to sovereign debt and default, this incisive and authoritative book is an ideal resource for researchers and graduate students interested in this important topic.

The Economics of Sovereign Debt and Default

Princeton Lectures in Finance

A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricingInvestors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machin

Machine Learning in Asset Pricing

Contributions to Finance and Accounting

Banks play a crucial role in the global economy, yet they are vulnerable to failures that can have catastrophic effects. Key questions arise: What causes bank failures? What drives these failures? Can we avoid a banking crisis? What happens when a bank fails?This book explores the causes, consequences, and potential prevention of banking crises. It begins by examining the fundamental roles of banks in the economic system, focusing on their intermediary functions like liquidity provision, payment management, asset transformation, and borrower oversight. The book then delves into the challenges facing the banking sector, including cyber threats, climate change, and geopolitical instabilities.The second chapter addresses the primary risks banks face, such as liquidity, credit, market, interest rate, IT, and environmental risks, and how these contribute to banking failures. Chapter three shifts focus to financial statements, contrasting those of commercial and investment banks with non-financial companies, and discusses the impact of creative accounting in recent banking collapses.Governance issues and their role in banking failures are the focus of chapter four, highlighting the crucial need for effective risk monitoring by bank directors. The final chapter illustrates the process of bank resolution and the evolving strategies of resolution authorities in ensuring bank stability.Targeted at researchers, regulators, and practitioners, this book comprehensively covers the drivers of banking failures, regulatory improvement suggestions, and real-world case studies. It emphasizes the importance of banks in today’s economy, their unique risks, and the aftermath of their failure, aiming to provide a threefold contribution to understanding and managing banking crises.

The Role of Risk Management, Governance, Accounting, and More

Why Do Banks Fail and What to Do About It

Assessing Credit Default Risk Using Logistic Regression. A Transparent Approach to Scoring with the UCI Dataset and SPSS

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