東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Risk assessment and financial regula...

Karminsky, Alexander M.

FindBook

Google Book

Amazon

博客來

Risk assessment and financial regulation in emerging markets' banking = trends and prospects /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Risk assessment and financial regulation in emerging markets' banking/ edited by Alexander M. Karminsky ... [et al.].
其他題名:	trends and prospects /
其他作者:	Karminsky, Alexander M.
出版者:	Cham :Springer International Publishing : : 2021.,
面頁冊數:	xiv, 396 p. :ill., digital ;24 cm.
內容註:	Part I: Banks in Emerging Markets -- Peculiarities and Trends of Banking Systems Development -- Regulation of Financial Risks in Emerging Markets: Past, Present and Future -- Part II: Ratings and Risk Measuring -- Principles of Rating Estimation in Emerging Countries -- Aggregation of Rating Systems for Emerging Financial Markets -- Part III: Estimating and Modeling Credit and Market Risks in Banking -- Bank Credit Risk Modeling in Emerging Capital Markets -- Loss Given Default Estimations in Emerging Capital Markets -- Comparing Bankruptcy Prediction Models in Emerging Markets -- Measures and Assessment of ALM-Risks in Banks: Case of Russia -- Forecasting and Back-Testing of Market Risks in Emerging Markets -- Integrated Risk Measurement System in Commercial Bank -- Economic Capital Structure and Banking Financial Risks Aggregation -- Part IV: Systemic Risks Modeling and Stress Testing -- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation -- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia -- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus -- Real Effects of Financial Shocks in Russia -- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets -- Innovation in Developing Countries Risk Estimation and Management -- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation -- Network Effects in Retail Payments Market: Evidence From Individuals -- Conclusion: Instruments of Financial Sustainability in Emerging Markets.
Contained By:	Springer Nature eBook
標題:	Financial risk management. -
電子資源:	https://doi.org/10.1007/978-3-030-69748-8
ISBN:	9783030697488

Risk assessment and financial regulation in emerging markets' banking = trends and prospects /
Risk assessment and financial regulation in emerging markets' bankingtrends and prospects /[electronic resource] :edited by Alexander M. Karminsky ... [et al.]. - Cham :Springer International Publishing :2021. - xiv, 396 p. :ill., digital ;24 cm. - Advanced studies in emerging markets finance,2662-4281. - Advanced studies in emerging markets finance..

Part I: Banks in Emerging Markets -- Peculiarities and Trends of Banking Systems Development -- Regulation of Financial Risks in Emerging Markets: Past, Present and Future -- Part II: Ratings and Risk Measuring -- Principles of Rating Estimation in Emerging Countries -- Aggregation of Rating Systems for Emerging Financial Markets -- Part III: Estimating and Modeling Credit and Market Risks in Banking -- Bank Credit Risk Modeling in Emerging Capital Markets -- Loss Given Default Estimations in Emerging Capital Markets -- Comparing Bankruptcy Prediction Models in Emerging Markets -- Measures and Assessment of ALM-Risks in Banks: Case of Russia -- Forecasting and Back-Testing of Market Risks in Emerging Markets -- Integrated Risk Measurement System in Commercial Bank -- Economic Capital Structure and Banking Financial Risks Aggregation -- Part IV: Systemic Risks Modeling and Stress Testing -- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation -- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia -- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus -- Real Effects of Financial Shocks in Russia -- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets -- Innovation in Developing Countries Risk Estimation and Management -- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation -- Network Effects in Retail Payments Market: Evidence From Individuals -- Conclusion: Instruments of Financial Sustainability in Emerging Markets.

This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how risk assessment is performed and analyses the use of machine learning methods for financial risk assessment and measurement. It not only offers readers insights into the differences between emerging and developed markets, but also helps them understand the development of risk management approaches for banks. Highlighting current problems connected with the evaluation and modelling of financial risks in the banking sector of emerging markets, the book presents the methodologies applied to credit and market financial risks and integrated and payment risks, and discusses the outcomes. In addition it explores the systemic risks and innovations in banking and risk management by analyzing the features of risk measurement in emerging countries. Lastly, it demonstrates the aggregation of approaches to financial risk for emerging financial markets, comparing the experiences of various countries, including Russia, Belarus, China and Brazil.

ISBN: 9783030697488

Standard No.: 10.1007/978-3-030-69748-8doiSubjects--Topical Terms:

781346
Financial risk management.

LC Class. No.: HD30.22 / .R57 2021

Dewey Class. No.: 658.155

Risk assessment and financial regulation in emerging markets' banking = trends and prospects /
LDR:03834nmm a2200337 a 4500 001 2240561
003 DE-He213
005 20210511140036.0
006 m d
007 cr nn 008maaau
008 211111s2021 sz s 0 eng d
020 $a 9783030697488 $q (electronic bk.)
020 $a 9783030697471 $q (paper)
024 7 $a 10.1007/978-3-030-69748-8 $2 doi
035 $a 978-3-030-69748-8
040 $a GP $c GP
041 0 $a eng
050 4 $a HD30.22 $b .R57 2021
072 7 $a KNST $2 bicssc
072 7 $a BUS070140 $2 bisacsh
072 7 $a KFFK $2 thema
082 0 4 $a 658.155 $2 23
090 $a HD30.22 $b .R595 2021
245 0 0 $a Risk assessment and financial regulation in emerging markets' banking $h [electronic resource] : $b trends and prospects / $c edited by Alexander M. Karminsky ... [et al.].
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2021.
300 $a xiv, 396 p. : $b ill., digital ; $c 24 cm.
490 1 $a Advanced studies in emerging markets finance, $x 2662-4281
505 0 $a Part I: Banks in Emerging Markets -- Peculiarities and Trends of Banking Systems Development -- Regulation of Financial Risks in Emerging Markets: Past, Present and Future -- Part II: Ratings and Risk Measuring -- Principles of Rating Estimation in Emerging Countries -- Aggregation of Rating Systems for Emerging Financial Markets -- Part III: Estimating and Modeling Credit and Market Risks in Banking -- Bank Credit Risk Modeling in Emerging Capital Markets -- Loss Given Default Estimations in Emerging Capital Markets -- Comparing Bankruptcy Prediction Models in Emerging Markets -- Measures and Assessment of ALM-Risks in Banks: Case of Russia -- Forecasting and Back-Testing of Market Risks in Emerging Markets -- Integrated Risk Measurement System in Commercial Bank -- Economic Capital Structure and Banking Financial Risks Aggregation -- Part IV: Systemic Risks Modeling and Stress Testing -- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation -- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia -- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus -- Real Effects of Financial Shocks in Russia -- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets -- Innovation in Developing Countries Risk Estimation and Management -- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation -- Network Effects in Retail Payments Market: Evidence From Individuals -- Conclusion: Instruments of Financial Sustainability in Emerging Markets.
520 $a This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how risk assessment is performed and analyses the use of machine learning methods for financial risk assessment and measurement. It not only offers readers insights into the differences between emerging and developed markets, but also helps them understand the development of risk management approaches for banks. Highlighting current problems connected with the evaluation and modelling of financial risks in the banking sector of emerging markets, the book presents the methodologies applied to credit and market financial risks and integrated and payment risks, and discusses the outcomes. In addition it explores the systemic risks and innovations in banking and risk management by analyzing the features of risk measurement in emerging countries. Lastly, it demonstrates the aggregation of approaches to financial risk for emerging financial markets, comparing the experiences of various countries, including Russia, Belarus, China and Brazil.
650 0 $a Financial risk management. $3 781346
650 0 $a Banks and banking $x Ratings and rankings. $3 3495616
650 1 4 $a Financial Services. $3 2194957
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Business Finance. $3 2162280
700 1 $a Karminsky, Alexander M. $3 3495615
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a Advanced studies in emerging markets finance. $3 3446224
856 4 0 $u https://doi.org/10.1007/978-3-030-69748-8
950 $a Economics and Finance (SpringerNature-41170)