The essentials of risk management /
by Crouhy, Michel; Mark, Robert, PhD; Galai, Dan.
Publisher: New York : McGraw-Hill, c2006Description: xi, 414 p. : ill. ; 24 cm.ISBN: 0071429662 (hardcover : alk. paper).Subject(s): Risk managementOnline resources: Table of contents only | Contributor biographical information | Publisher description
Contents:
Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue.
| Item type | Location | Call number | Status | Date due |
|---|---|---|---|---|
Books
|
Epoka University Library
|
HD 61 .C773 2006 (Browse shelf) | Available |
Includes index.
Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue.
There are no comments for this item.