The essentials of risk management /
Crouhy, Michel, 1944-
The essentials of risk management / Michel Crouhy, Dan Galai and Robert Mark. - New York : McGraw-Hill, 2006. - xi, 414 p. : ill.
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.
9780071429665
Risk management.
HD61.C76 2006
The essentials of risk management / Michel Crouhy, Dan Galai and Robert Mark. - New York : McGraw-Hill, 2006. - xi, 414 p. : ill.
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.
9780071429665
Risk management.
HD61.C76 2006