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

By: Crouhy, Michel
Contributor(s): Galai, Dan | Mark, Robert M.
Call number: 658.155 C952E 2014 Material type: materialTypeLabelBookPublisher: New York, N.Y. : McGraw-Hill Education, c2014. Edition: 2nd ed.Description: xxiii, 641 p. : charts.ISBN: 9780071818513 (hbk.).Subject(s): Risk management
Contents:
Risk management: a helicopter view -- Corporate risk management: a primer -- Banks and their regulators: the post-crisis regulatory framework -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest rate risk and hedging with derivative instruments -- Measuring market risk: value-at-risk, expected shortfall, and similar metrics -- Asset/liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- Quantitative approaches to credit portfolio risk and credit modeling -- The credit transfer markets - and their implications -- Counterparty credit risk: CVA, DVA, AND FVA -- Operational risk -- Model risk -- Stress testing and scenario analysis -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue: Trends in risk management.
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หนังสือทั่วไป CL_General Book 658.155 C952E 2014 (Browse shelf) Available 1 1000181748

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