Common Risk Models and Analytics

Edward H K Ng

Chapter 9 in Risk Analytics:From Concept to Deployment, 2021, pp 99-118 from World Scientific Publishing Co. Pte. Ltd.

Abstract: There are many kinds of risk models and analytics, and the range is expanding. Excellent books have covered them in detail, so it is not the intent here to reinvent the wheel. Only the most common metrics are discussed first with a synopsis of the concern or theory followed more extensively by the ORE codes that can be used to obtain the results and store them in the Oracle database for decision support. Another chapter is devoted to using R in Microsoft Excel for the less time-critical analyses like those for strategic planning.

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
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Citations: View citations in EconPapers (1)

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