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Common Risk Models and Analytics

In: RISK ANALYTICS From Concept to Deployment

Author

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  • EDWARD H K NG

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.

Suggested Citation

  • Edward H K Ng, 2021. "Common Risk Models and Analytics," World Scientific Book Chapters, in: RISK ANALYTICS From Concept to Deployment, chapter 9, pages 99-118, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811239069_0009
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    Cited by:

    1. Tzong-Haw Lee & Brian Lee & Yi-Ju Su & Hung-Hao Chang, 2022. "Green Payment Programs and Farmland Prices—An Empirical Investigation," Agriculture, MDPI, vol. 12(2), pages 1-11, February.

    More about this item

    Keywords

    Risk; Modeling; Basel II; Quantification; Data Management; Data Integration; Decision Support; Online Analytical Programming;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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