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The essentials of risk management / Michel Crouhy, Dan Galai, Robert Mark.

By: Contributor(s): Material type: TextTextPublisher: New York : McGraw-Hill [2014]Edition: Second editionDescription: xxiii, 641 pages : illustrations (black and white) ; 24 cmISBN:
  • 9780071818513 (hbk.) :
  • 9780071818513
  • 0071818510
Subject(s): DDC classification:
  • 658.155 CRO 23
LOC classification:
  • HD61 .C773 2014
Other classification:
  • BUS017000
Contents:
1.Risk management: a helicopter 2.Corporate risk management: a primer 3.Banks and their regulance 4.Corporate governance and risk management 5.A user-friendly guide to the theory of risk and return 6.Interest rate risk and hedging with derivative instruments 7.Measuring market risk: value-at-risk 8.Asset/liability management 9.Credit scoring and retail credit risk management 10.Commercial credit risk and the rating of individual credits 11.Quantitative approaches to credit portfolio risk and credit modeling 12.The credit transfer markets - and their implication 13.Counterparty credit risk: CVA, DVA, and FVA 14.Operational risks 15.Model risk 16.Stress testing and scenario analysis 17.Risk capital attribution and risk-adjusted performance measurement
Summary: This guide to quantifying risk vs. return has been updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisis. Written for risk professionals and non-risk professionals alike, it helps you meet the increasingly insistent demand to make assessments of companies' risk exposure.
Holdings
Item type Current library Call number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 658.155 CRO (Browse shelf(Opens below)) Available 224086

Previous edition: 2004.

Includes bibliographical references and index.

1.Risk management: a helicopter 2.Corporate risk management: a primer 3.Banks and their regulance 4.Corporate governance and risk management 5.A user-friendly guide to the theory of risk and return 6.Interest rate risk and hedging with derivative instruments 7.Measuring market risk: value-at-risk 8.Asset/liability management 9.Credit scoring and retail credit risk management 10.Commercial credit risk and the rating of individual credits 11.Quantitative approaches to credit portfolio risk and credit modeling 12.The credit transfer markets - and their implication 13.Counterparty credit risk: CVA, DVA, and FVA 14.Operational risks 15.Model risk 16.Stress testing and scenario analysis 17.Risk capital attribution and risk-adjusted performance measurement

This guide to quantifying risk vs. return has been updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisis. Written for risk professionals and non-risk professionals alike, it helps you meet the increasingly insistent demand to make assessments of companies' risk exposure.

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