Understanding risk the theory and practice of financial risk management /
"Blending a quantitative approach with a more informal style, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled."--Jacket.
| Main Author: | |
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| Format: | Electronic |
| Language: | English |
| Published: |
Boca Raton :
Chapman & Hall/CRC,
c2008.
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: | CRCnetBASE ebrary View fulltext via EzAccess MyiLibrary Full text |
Table of Contents:
- pt. 1. Risk management and the behaviour of products
- Ch. 1. Markets, risks and risk management in context
- Ch. 2. Derivatives and quantitative market risk management
- pt. 2. Economic and regulatory capital models
- Ch. 3. Capital : motivation and provision
- Ch. 4. Market risk capital models
- Ch. 5. Credit risk and credit risk capital models
- Ch. 6. Operational risk and further topics in capital estimation
- Ch. 7. Bank regulation and capital requirements
- pt. 3. Treasury and liquidity risks
- Ch. 8. The treasury and asset/liability management
- Ch. 9. Liquidity risk management
- pt. 4. Some trading businesses and their challenges
- Ch. 10. An introduction to structured finance
- Ch. 11. Novel asset classes, basket products, and cross-asset trading.