RISK MANAGEMENT AND FINANCIAL INSTITUTIONS
Material type:
TextPublication details: NEW DELHI WILEY 2017Edition: 4THDescription: 714ISBN: - 9788126560615
- Risk management
- Chapter 1: Introduction Part One : Financial Institutions and Their Trading Chapter 2: Banks Chapter 3: Insurance Companies and Pension Plans Chapter 4: Mutual Funds and Hedge Funds Chapter 5: Trading in Financial Markets Chapter 6: The Credit Crisis of 2007 Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds Part Two : Market Risk Chapter 8: How Traders Manage Their Risks Chapter 9: Interest Rate Risk Chapter 10: Volatility Chapter 11: Correlations and Copulas Chapter 12: Value at Risk and Expected Shortfall Chapter 13: Historical Simulation and Extreme Value Theory Chapter 14: Model-Building Approach Part Three : Regulation Chapter 15: Basel I, Basel II and Solvency II Chapter 16: Basel II.5, Basel III and Other Post-Crisis Changes Chapter 17: Fundamental Review of the Trading Book Part Four : Credit Risk Chapter 18: Managing Credit Risk: Margin, OTC Markets and CCPs Chapter 19: Estimating Default Probabilities Chapter 20: CVA and DVA Chapter 21: Credit Value at Risk Part Five : Other Topics Chapter 22: Scenario Analysis and Stress Testing Chapter 23: Operational Risk Chapter 24: Liquidity Risk Chapter 25: Model Risk Chapter 26: Economic Capital and RAROC Chapter 27: Enterprise Risk Management Chapter 28: Risk Management Mistakes to Avoid Part Six : Appendices Appendices Answers to Questions and Problems Glossary DerivaGem Software
- 332.10681 HUL
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
FCM Books
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SGT Science & Social Sciences Library On Display | COMMERCE MANAGEMENT | 332.10681 HUL (Browse shelf(Opens below)) | Available | CM3324 | ||
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FCM Books
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SGT Science & Social Sciences Library Reference Book | COMMERCE MANAGEMENT | 332.10681 HUL (Browse shelf(Opens below)) | Not For Loan | CM3325 |
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