Crouhy, Michel,
The essentials of risk management. / by Michel Crouhy, Dan Galai, Robert Mark. - New York: McGraw-Hill, 2005. - xi, 414 p. : ill. ;
Includes index.
Contents: Risk management: a helicopter view --
Corporate risk management, a primer --
Banks and their regulators, the research job for risk management --
Corporate governance and risk management --
A user friendly guide to the theory of risk and return --
Interest rate risk and hedging with derivative instruments --
From value at risk to stress testing --
Asset-liability management --
Credit scoring and retail credit risk management --
Commercial, credit risk and the rating of individual credits --
New approaches to measuring credit risk --
New ways to transfer credit risk and their implications --
Operational risk --
Model risk --
Risk capital attribution and risk-adjusted performance measurement --
Trends in risk management.--
0071429662 (hbk)
99048928
Risk management.
HD61.C77
658.15/5
The essentials of risk management. / by Michel Crouhy, Dan Galai, Robert Mark. - New York: McGraw-Hill, 2005. - xi, 414 p. : ill. ;
Includes index.
Contents: Risk management: a helicopter view --
Corporate risk management, a primer --
Banks and their regulators, the research job for risk management --
Corporate governance and risk management --
A user friendly guide to the theory of risk and return --
Interest rate risk and hedging with derivative instruments --
From value at risk to stress testing --
Asset-liability management --
Credit scoring and retail credit risk management --
Commercial, credit risk and the rating of individual credits --
New approaches to measuring credit risk --
New ways to transfer credit risk and their implications --
Operational risk --
Model risk --
Risk capital attribution and risk-adjusted performance measurement --
Trends in risk management.--
0071429662 (hbk)
99048928
Risk management.
HD61.C77
658.15/5