The essentials of risk management
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : Michel Crouhy; Dan Galai; Robert Mark, PhD
- ناشر : New York : McGraw-Hill
- چاپ و سال / کشور: 2006
- شابک / ISBN : 9780071483322
Description
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.
