Risk management and financial institutions. / John C. Hull.
Material type:
TextSeries: Wiley Financial SeriesPublisher: Hoboken: John Wiley and Sons, Inc., 2018Edition: 5th edDescription: xxiv, 799 p. : illISBN: 9781119448112Subject(s): Risk management. Financial institutions -- Management. BankLOC classification: HD61.H83| Item type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode |
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HD61.H83(5e) (Browse shelf) | 1 | Available | K/1095/1095/19 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HD61.H831(5e) (Browse shelf) | 2 | Available | K/1096/1096/19 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HD61.H832(5e) (Browse shelf) | 3 | Available | K/1100/1100/19 |
Includes appendices and index.
Contents: 1. Introduction --
Part One: Financial institutions and their trading: 2. Banks ; 3. Insurance Companies and Pension Plans ; 4. Mutual Funds and Hedge Funds ; 5. Trading in Financial Markets ; 6. The Credit Crisis of 2007 ; 7. Valuation and scenario analysis: the risk-neutral and real worlds --
Part Two: Market risk: 8. How traders manage their risks ; 9. Interest rate risk ; 10. Volatility ; 11. Correlations and copulas ; 12. Value at risk and expected shortfall ; 13. Historical simulation and extreme value theory ; 14. Model-building approach --
Part Three: Regulation: 15. Basel I, Basel II, and Solvency II ; 16. Basel II.5, Basel III, and other post-crisis changes ; 17. Fundamental review of the trading book --
Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs ; 19. Estimating default probabilities ; 20. CVA and DVA ; 21. Credit value at risk --
Part Five: Other topics: 22. Scenario analysis and stress testing ; 23. Operational risk ; 24. Liquidity risk ; 25. Model risk ; 26. Economic capital and RAROC ; 27. Enterprise risk management ; 28. Risk management mistakes to avoid --
Part Six: Appendices: Appendices --
Answers to Questions and Problems --
Glossary --
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