| Description |
xi, 414 p. : ill. ; 24 cm. |
| Note |
Includes index. |
| 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. |
| Subject |
Risk management.
|
| Added Author |
Galai, Dan.
|
|
Mark, Robert M.
|
| ISBN |
0071429662 (hardcover : alk. paper) |
| Standard No. |
QBX a 05015628 |
|
