Crouhy, Michel, 1944-

The essentials of risk management / Michel Crouhy, Dan Galai, Robert Mark - New York : McGraw-Hill, c2006. - xi, 414 p. : ill. ; 24 cm.

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.

0071429662 (hardcover : alk. paper)


Risk management.

HD61 / .C773 2006

658.15/5

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