Improving risk assessment techniques in the banking sector / Ahmed Mahmoud Salim Eliwa ; Supervised Hegazy Mohamed Zaher , Assem Abdelfattah Tharwat , Ramadan Abdelhamed Zenelden

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Ahmed Mahmoud Salim Eliwa

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TextLanguage: English Publication details: Cairo : Ahmed Mahmoud Salim Eliwa , 2019Description: 176 P. : charts ; 25cmOther title:

تحسين اساليب تقييم المخاطر فى قطاع البنوك [Added title page title]

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Dissertation note: Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Operations Research Summary: This thesis uses a fuzzy numbers to improve risk measure for operational risk in banking sector. Firstly, to increase the accuracy of estimated operational loss in future period, we improved Loss Distribution Approach through using triangular fuzzy number to generate the random numbers, which represents the frequency and severity for operational risk instead of depending on the probability distribution. Secondly, to improve the estimated required capital to meet operational risk, the fuzzy number was used to introduce a fuzzy risk measure. This fuzzy risk measure can be used as an early warning indicator to operational risk and as an alternative the Value at Risk and Expected Shortfall

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Item type	Current library	Home library	Call number	Copy number	Status	Date due	Barcode
Thesis	قاعة الرسائل الجامعية - الدور الاول	المكتبة المركزبة الجديدة - جامعة القاهرة	Cai01.18.05.Ph.D.2019.Ah.I (Browse shelf(Opens below))		Not for loan		01010110079380000
CD - Rom	مخـــزن الرســائل الجـــامعية - البدروم	المكتبة المركزبة الجديدة - جامعة القاهرة	Cai01.18.05.Ph.D.2019.Ah.I (Browse shelf(Opens below))	79380.CD	Not for loan		01020110079380000

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Previous	Cai01.18.05.Ph.D.2018.Al.D Developing intelligent interactive approach for multi-objective optimization problems /	Cai01.18.05.Ph.D.2019.Ah.H Hybrid approach for solving the multiobjective facility location problem /	Cai01.18.05.Ph.D.2019.Ah.H Hybrid approach for solving the multiobjective facility location problem /	Cai01.18.05.Ph.D.2019.Ah.I Improving risk assessment techniques in the banking sector /	Cai01.18.05.Ph.D.2019.Ah.I Improving risk assessment techniques in the banking sector /	Cai01.18.05.Ph.D.2019.Mo.E Economic and feasibility studies using optimization techniques for petroleum and gas projects /	Cai01.18.05.Ph.D.2019.Mo.E Economic and feasibility studies using optimization techniques for petroleum and gas projects /	Next

Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Operations Research

This thesis uses a fuzzy numbers to improve risk measure for operational risk in banking sector. Firstly, to increase the accuracy of estimated operational loss in future period, we improved Loss Distribution Approach through using triangular fuzzy number to generate the random numbers, which represents the frequency and severity for operational risk instead of depending on the probability distribution. Secondly, to improve the estimated required capital to meet operational risk, the fuzzy number was used to introduce a fuzzy risk measure. This fuzzy risk measure can be used as an early warning indicator to operational risk and as an alternative the Value at Risk and Expected Shortfall

Issued also as CD

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