EAN: 9783319250540

SCENARIO ANALYSIS IN RISK MANAGEMENT - BERTRAND...

This book focuses on identifying and explaining the key determinants of scenario analysis in
the context of operational risk  stress testing and systemic risk  as well as management and
planning. Each chapter presents alternative solutions to perform reliable scenario analysis.
The author also provides technical notes and describes applications and key characteristics for
each of the solutions. In addition  the book includes a section to help practitioners interpret
the results and adjust them to real-life management activities. Methodologies  including those
derived from consensus strategies  extreme value theory  Bayesian networks  Neural networks 
Fault Trees  frequentist statistics and data mining are introduced in such a way as to make
them understandable to readers without a quantitative background. Particular emphasis is given
to the added value of the implementation of these methodologies.

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