Jeyhun Abbasov

Assessment of Banking Risks Jeyhun Abbasov

This book was dedicated to the calculation of market and credit risks in banks. In this book, had been given practice example in computing the risks of bank. At the same time, the content of this book consists of explanation of the methodology of VaR and Z-score approach. Moreover, VaR and Z-score had been calculated for market and credit risks respectively. The book is useful for bankers, researchers and students.