Risk Management de Michel Crouhy

Risk Management

Autor Michel Crouhy, Dan Galai, Robert Mark

en Limba Engleză Hardback – 16 dec 2000

Preț: 499^.14 lei

Preț vechi: 548^.51 lei
-9%

Puncte Express: 749

:
88^.24€ • 104^.68$ • 76^.41£

Carte disponibilă

Livrare economică 25 februarie-11 martie

Adaugă în coș

Wish list
Gift list
Am citit!

Adaugă în listă

Specificații

ISBN-13: 9780071357319
ISBN-10: 0071357319
Pagini: 744
Dimensiuni: 160 x 241 x 46 mm
Greutate: 1.2 kg
Editura: McGraw Hill Education
Colecția McGraw-Hill
Locul publicării:United States

Cuprins

The Need for Risk Management Systems.

The New Regulatory and Corporate Environment.

Structuring and Managing the Risk Management Function in a Bank.

The New BIS Capital Requirements for Financial Risks.

Measuring Market Risk: The VaR Approach.

Measuring Market Risk: Extensions of the VaR Approach and Testing the Models.

Credit Rating Systems.

Credit Migration Approach to Measuring Credit Risk.

The Contingent Claim Approach to Measuring Credit Risk.

Other Approaches: The Actuarial and Reduced-form Approaches to Measuring Credit Risk.

Comparison of Industry-sponsored Credit Models and Associated Back-Testing Issues.

Hedging Credit Risk.

Managing Operational Risk.

Capital Allocation and Performance Measurement.

Model Risk.

Risk Management in Nonbank Corporations.

Risk Management in the Future.