UID:
almafu_9958132222802883
Umfang:
1 online resource (817 p.)
ISBN:
9786611051327
,
9781281051325
,
1281051322
,
9780080480442
,
0080480446
Inhalt:
The Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques and solutions, and is designed to guide the risk professional step-by-step through the implementation of a firm-wide risk management framework.This book covers the various roles of the risk manage
Anmerkung:
"Endorsed by the Global Association of Risk Professionals."
,
Cover; The Professional's Handbook of Financial Risk Management; Contents; Foreword; Preface; About GARP; Contributors; Acknowledgements; Introduction; Part 1: Foundation of Risk Management; Chapter 1: Derivative Basics; Chapter 2: Measuring Volatility; Chapter 3: The Yield Curve; Chapter 4: Choosing Appropriate VaR Model Parameters and Risk-Measurement Methods; Part 2: Market Risk, Credit Risk and Operational Risk; Chapter 5: Yield Curve Risk Factors: Domestic and Global Contexts; Chapter 6: Implementation of a Value-at-Risk System; Chapter 7: Additional Risks in Fixed-Income Markets
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Chapter 8: Stress TestingChapter 9: Backtesting; Chapter 10: Credit Risk Management Models; Chapter 11: Risk Management of Credit Derivatives; Chapter 12: Operational Risk; Chapter 13: Operational Risk; Part 3: Additional Risk Types; Chapter 14: Coping with Model Risk; Chapter 15: Liquidity Risk; Chapter 16: Accounting Risk; Chapter 17: External Reporting: Compliance and Documentation Risk; Chapter 18: Energy Risk Management; Chapter 19: Implementation of Price Testing; Part 4: Capitla Management, Technology and Regulation; Chapter 20: Implementing a Firm-Wide Risk Management Framework
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Chapter 21: Selecting and Implementing Enterprise Risk Management TechnologiesChapter 22: Establishing a Capital-Based Limit Structure; Chapter 23: A Framework for Attributing Economic Capital and Enhancing Shareholder Value; Chapter 24: International Regulatory Requirements for Risk Management (1988-1998); Chapter 25: Risk Transparency; Index
,
English
Weitere Ausg.:
ISBN 9780750641111
Weitere Ausg.:
ISBN 0750641118
Sprache:
Englisch
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