The essentials of risk management
"The definitive guide to quantifying risk vs. return--fully updated to reveal the newest, most effective innovations in financial risk management"--
| Otros Autores: | , , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York :
McGraw-Hill Education
2023.
|
| Edición: | Third edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009755142706719 |
Tabla de Contenidos:
- Intro
- Cover
- Title Page
- Copyright Page
- Contents
- Acronyms
- Foreword
- Introduction to the Second Edition
- Introduction to the Third Edition
- 1 Risk Management: A Helicopter View
- Appendix to Chapter 1: Typology of Risk Exposures
- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups
- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework
- 4 Corporate Governance and Risk Management
- 5 Fintech and Its Impact on Financial Intermediation and Risk Management
- 6 Interest Rate Risk and Hedging with Derivative Instruments
- 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics
- 8 Asset/Liability Management and Liquidity Risk
- Appendix to Chapter 8: The LIBOR Transition
- 9 Credit Scoring and Retail Credit Risk Management
- 10 Commercial Credit Risk and the Rating of Individual Credits
- Appendix to Chapter 10: Definition of Key Financial Ratios
- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling
- 12 The Credit Transfer Markets, and Their Implications
- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9
- 14 Operational Risk
- 15 Model Risk
- 16 Stress Testing and Scenario Analysis
- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- Afterword
- Index.
