01714nam a22001457a 4500003000400000020001800004082001800022100001600040245004800056250000800104260002700112300000800139650002000147653140100167SGT  a9788126560615  a332.10681 HUL  aHULL,JOHN C  aRISK MANAGEMENT AND FINANCIAL INSTITUTIONS   a4TH  aNEW DELHIbWILEYc2017  a714  aRisk management  aChapter 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