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Alex Linder

Risk analysis of the future of the German Volkswagen brand in relation to social, political and technical changes

Springer Texts in Business and Economics

After having considered the core activities of providing loans and accepting deposits in the first volume, the second volume of this textbook analyses banks in its wider economic context, that is in relationship with each other and other competitors and stakeholders. After studying the competition between banks and how this affects bank behaviour, this volume assesses how banks are managed internally; rather than taking the balance sheet of banks as given, it explores how an optimal balance sheet might look like, how employees are remunerated and how they are acting when representing the bank. The important topic of how bank failures can spread, systemic risk, is also considered, alongside an evaluation of the effectiveness of banking regulation. The final part considers the impact that banks have on the wider economy and how their decisions can affect macroeconomic outcomes.

Commercial Banking in Context

Theoretical Foundations of Commercial Banking - Vol.2

An Integrated Approach to Uncertainty

Strategic Decision-Making

Security, Audit and Leadership Series

Turning Life’s Deficiencies into Unique Value Propositions

One Line at a Time

Platform Supply Chains in the AI Era

This open access book provides a systematic and in-depth analysis of the critical risks inherent in modern platform-based supply chains. Employing rigorous analytical methods, including game theory and advanced, computationally efficient simulation techniques, it delves into three core areas: operational risks, information and data risks, and quality and compliance risks. The book moves beyond traditional supply chain paradigms to address challenges unique to the platform economy. This includes the strategic threat of platforms using seller data to launch competing products, the complex trade-offs in managing third-party product quality, the impact of reactive capacity on quality decisions, and the challenge of optimizing inventory across networks of unprecedented scale. It is an essential resource for graduate students, academic researchers, and advanced practitioners in the fields of operations management, supply chain management, and information systems. The content is suitable for readers with a graduate-level understanding of these disciplines.

Risk Management

Platform Supply Chains 5

The primary objective of this work is to develop a behavioral basis for an AI algorithm to assist managers of finance, production, and marketing divisions of firms in imperfect markets. Production, sales revenue, external finance, and networth (market value of the fixed assets) have the pivotal role as objectives. However, all of them cannot be maximized simultaneously due to the interdependence among them. The managers tend to pursue the most valuable objective using the most productive strategy at each point of time. This was utilized as a basis for the AI algorithm. Non-linearities in the switches in objectives and strategies are a short run phenomenon while swaps will be preferred if firms have a long run advantage. Such observed phenomena were also incorporated in the specification of the AI algorithms. The important results are as follows. (i) In most industries the shortage of demand is not a constraint. Instead, the ability of firms to increase their strategic supply is dominant. (ii) Most firms pursue strategic supply based on the capital stock available. This indicates a preference for external finance. (iii) In the short run firms utilize working capital finance and selling costs to ensure that the sales revenue achieved is commensurate with the strategic supply. (iv) Thus, the postulate that expected demand determines the strategic supply as well as the profit maximization postulate for the short run do not appear as the priorities.

Towards an AI Algorithm for Multiple Objectives in Imperfect Markets

Sustainable Green Supply Chain Management

Contributions to Economics

A Dynamic and Stochastic Framework

Business Taxation in a Volatile World

Foundations for Decision-Focused Regularized Learning

Operational Data Analytics

Dynamics, Risks and Systemic Implications

The Leveraged Loan Market

A sitting CEO's guide to making safety a strategic leadership advantage In A Walk on the Safe Side: Leading with Science in an Uncertain World, Jennifer F. Scanlon, President and CEO of UL Solutions, a leading global safety science organization, states that "innovation without safety is failure." That's what makes safety a critical leadership responsibility-protecting a company's brands, reputation and financial strength. Scanlon shows how leaders can evaluate and address risks amid increasing complexity and fast-paced developments, across AI, cybersecurity, data privacy, supply chains, industrial and consumer products and more. A Walk on the Safe Side offers an insider's perspective from the helm of UL Solutions, the iconic organization descended from Underwriters Laboratories whose century-long legacy of testing and certification has provided assurance and certification for billions of products in the marketplace. Scanlon addresses how potential risks grow more numerous as leaders drive continuous improvement at a scale and pace that determines competitive advantage, providing a framework for safety-first decision-making. Readers will also discover: <ul> <li>How to elevate safety from an operational concern to a C-suite strategic imperative that builds trust and competitive advantage</li> <li>Practical approaches for leading through uncertainty by grounding organizational decisions in safety science, transparency, and rigorous standards</li> <li>Strategies for managing emerging risks in AI, cybersecurity, data privacy, and environmental protection </li> <li>Personal and professional insights drawn from Scanlon's two-time tenure as a CEO, leading both USG Corporation's international expansion and UL Solutions' successful 2024 IPO on the NYSE</li> <li>A leadership philosophy that treats safety as the currency of assurance, reflecting the highest responsibility organizations owe their stakeholders</li> </ul> A Walk on the Safe Side is written for business leaders, executives, and professionals, providing a roadmap for navigating risk, building trust, and driving growth while maintaining the highest standards of responsibility and transparency.

Leading with Science in an Uncertain World

A Walk on the Safe Side

This book presents a comprehensive and integrated framework for managing market and liquidity risk in trading and investment portfolios. By combining theoretical rigor with machine learning-driven modeling and empirical validation, it addresses a critical gap in current financial literature: the joint modeling of interdependent risk dimensions through advanced data science techniques.The book bridges the divide between academic theory and real-world practice, demonstrating how machine learning can be systematically applied to model complex risk behaviors, capture regime shifts, and improve portfolio resilience. Traditional risk frameworks often struggle to handle nonlinear, high-dimensional, and heavy-tailed market dynamics. In contrast, this book integrates ML-based optimization techniques—covering liquidity proxies, price impact models, Liquidity-Adjusted Value-at-Risk (LVaR), and regime-switching volatility structures—to offer a more adaptive and robust risk management paradigm. Each chapter offers a balance of quantitative depth and application-oriented insight, enabling readers to connect rigorous research with day-to-day decision-making in risk and portfolio management.Mazin A. M. Al Janabi
 is a distinguished scholar and practitioner in finance, banking, and financial engineering with more than three decades of experience spanning science, technology, and academia. He holds a PhD in Nuclear Engineering from the University of London (UK) and has held senior management roles at ING-Barings and BBVA, including Director of Global Market Risk Management and Head of Trading Risk. A Full Research Professor, he has served at leading institutions such as EGADE Business School (Mexico), United Arab Emirates University, and Al Akhawayn University (Morocco). His research, published in top-tier journals including the 
 European Journal of Operational Research
 , 
 International Review of Financial Analysis
 , and 
 Annals of Operations Research
 , explores market and liquidity risk in both emerging and developed markets. Prof. Al Janabi is also the developer of the “Al Janabi Model” for Liquidity Risk Management, recognized in academic literature for its innovation. As a research fellow at the Economic Research Forum (ERF) and a frequent keynote speaker, he continues to shape contemporary discourse in proprietary trading, market liquidity, and financial risk analytics.

A Unified Machine-Learning-Compatible Framework for Proprietary Trading, Portfolio Management, and Financial Stability

Quantitative Market and Liquidity Risk Analytics

From Theory to Practice

Fundamentals of Climate Finance

Risk analysis of the future of the German Volkswagen brand in relation to social, political and technical changes

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