01768nam a22001697a 4500 SGT 9788126560615 332.10681 HUL HULL,JOHN C RISK MANAGEMENT AND FINANCIAL INSTITUTIONS 4TH NEW DELHI WILEY 2017 714 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 ddc FCM 0 0 ddc 0 0 CM SSSL SSSL DISPLAY 2017-01-20 INDIAN PUBLISHERS & DISTRIBUTORS 999.00 SGTU 3 332.10681 HUL CM3324 2018-09-19 00:00:00 2018-09-06 2016-12-20 FCM 117 0 0 ddc 0 1 CM SSSL SSSL REF 2017-01-20 INDIAN PUBLISHERS & DISTRIBUTORS 999.00 SGTU 332.10681 HUL CM3325 2017-01-20 00:00:00 2016-12-20 FCM 117 10557 10557