Essays on Qualitative and Quantitative Risk Management

David Fritz (Autor)

Buch | Softcover

224 Seiten

2018
BoD – Books on Demand (Verlag)
978-3-7460-9659-9 (ISBN)

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This book is based on the Ph.D. thesis "Essays on Qualitative and Quantitative Risk Management" written by the author of this book. It consists out of three essays on text mining applications in finance and the validation of a credit risk model. To be more precise, the three essays address the following research questions: What kind of text mining measures are suitable in the finance area for analyzing text such as annual reports and can we use these measures to predict short-term performance or the reporting quality? Can we measure the tone of a document by using automatically calculated sentiment scores? How can we build a sentiment score, that captures keywords within a larger context? Do the chapters/sections of an annual report have a different influence on the whole content of the report? How can banks validate their credit risk model with a special focus on an analytical model?This book addresses practitioners, consultants, analysts, and bankers as well as students, researchers, and lecturers with focus on text mining applications in finance and the validation of credit risk models.

David Fritz was born in Duisburg and studied the subjects mathematics, computer science, and pedagogics at the University of Cologne. He is not only a research associate at the University of Cologne but also an external lecturer at diverse public and private universities. His main research areas are text and data mining with a special application to the finance sector and the management of credit and market risks.

Erscheinungsdatum	13.02.2018
Sprache	englisch
Maße	170 x 220 mm
Gewicht	396 g
Themenwelt	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
Schlagworte	Cooccurrence Analysis • CreditRisk+ • LGD • sentiment analysis • Text Mining
ISBN-10	3-7460-9659-6 / 3746096596
ISBN-13	978-3-7460-9659-9 / 9783746096599
Zustand	Neuware