The essentials of risk management
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York :
McGraw-Hill ,
c2006
|
| Subjects: |
Table of 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