Risk management. / by Michel Crouhy, Dan Galai, Robert Mark.
Material type:
TextPublisher: New York: McGraw-Hill, 2001Description: xxiii, 717 p. : ill. ; 24 cmISBN: 0071357319 (recycled, acidfree paper)Subject(s): Risk managementDDC classification: 658.15/5 LOC classification: HD61.C77Online resources: Contributor biographical information | Table of contents | 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.C77 (Browse shelf) | 1 | Available | K/299/299/19 | |
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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.C771 (Browse shelf) | 2 | Available | K/300/300/19 | |
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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.C772 (Browse shelf) | 3 | Available | K/301/301/19 |
Includes bibliographical references (p. 693-707) and index.
Contents: The need for risk management systems -- The new regulatory and corporate environment -- Structuring and managing the risk management function in a bank -- The new BIS capital requirements for financial risks -- Measuring market risk -- Measuring market risk -- Credit rating systems -- Credit migration approach to measuring credit risk -- The contingent claim approach to measuring credit risk -- Other approaches -- Comparison of industry-sponsored credit models and associated back-testing issues -- Hedging credit risk -- Managing operational risk -- capital allocation and performance measurement -- Model risk -- Risk management in nonbank corporations -- Risk management in the future --
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