Risk Analytics:From Concept to Deployment

Edward H K Ng
Additional contact information
Edward H K Ng: Singapore Management University, Singapore

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book is written to empower risk professionals to turn analytics and models into deployable solutions with minimal IT intervention. Corporations, especially financial institutions, must show evidence of having quantified credit, market and operational risks. They have databases but automating the process to translate data into risk parameters remains a desire.

Keywords: Risk; Modeling; Basel II; Quantification; Data Management; Data Integration; Decision Support; Online Analytical Programming (search for similar items in EconPapers)
JEL-codes: D81 G32 (search for similar items in EconPapers)
Date: 2021
ISBN: 9789811238703
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/12326 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 Introduction , pp 1-5

Edward H K Ng

Ch 2 Risk Typology and Data Implications , pp 7-14

Edward H K Ng

Ch 3 Risk Analytics Landscape , pp 15-46

Edward H K Ng

Ch 4 Embedded R , pp 47-55

Edward H K Ng

Ch 5 Data Audit , pp 57-67

Edward H K Ng

Ch 6 Data Warehousing , pp 69-78

Edward H K Ng

Ch 7 Analytical Data Sphere , pp 79-90

Edward H K Ng

Ch 8 Risks in Financial Institutions , pp 91-98

Edward H K Ng

Ch 9 Common Risk Models and Analytics , pp 99-118

Edward H K Ng

Ch 10 Internal Rating System , pp 119-149

Edward H K Ng

Ch 11 Deployment , pp 151-159

Edward H K Ng

Ch 12 Through The Cycle (TTC) Updating , pp 161-168

Edward H K Ng

Ch 13 Desktop Analytics , pp 169-197

Edward H K Ng

Ch 14 Resources , pp 199-201

Edward H K Ng

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