Crouhy, Michel, <br/><br/>
Risk management. / 
by Michel Crouhy, Dan Galai, Robert Mark. 
 - New York:  McGraw-Hill,  2001. 
 - xxiii, 717 p. :  ill. ;  24 cm. 
<br/><br/>Includes bibliographical references (p. 693-707) and index. 
<br/><br/>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 --  
<br/><br/><label>ISBN: </label>0071357319 (recycled, acidfree paper) 
<br/><br/><label>LCCN: </label>99048928  
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management.
<br/><br/><label>LC Class. No.: </label>HD61.C77 
<br/><br/><label>Dewey Class. No.: </label>658.15/5