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The Essentials of Risk Management, Michel Crouhy; Dan Galai; Robert Mark

By: Contributor(s): Material type: TextPublication details: [Place of publication not identified] : McGraw-Hill, 2013.Edition: Second EditionDescription: (669 pages) : illustrations. 1 online resourceISBN:
  • 0071818510
  • 9780071818513
Subject(s): LOC classification:
  • HD61 .C87
Contents:
1. Risk Management: A Helicopter View -- 1.1 Typology of Risk Exposures -- 2. Corporate Risk Management: A Primer -- 3. Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 3.1 Basel I -- 3.2 The 1996 Market Risk Amendment -- 3.3 Basel II and Minimum Capital Requirements for Credit Risk -- 3.4 Basel 2.5: Enhancements to the Basel II Framework 3.5 Contingent Convertible Bonds -- 4. Corporate Governance and Risk Management -- 5. A User-Friendly Guide to the Theory of Risk and Return -- 6. Interest Rate Risk and Hedging with Derivative Instruments -- 7. Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8. Asset/Liability Management -- 9. Credit Scoring and Retail Credit Risk Management -- 10. Commercial Credit Risk and the Rating of Individual Credits -- 10.1 Definitions of Key Financial Ratios -- 11. Quantitative Approaches to Credit Portfolio Risk and Credit Modeling 11.1 The Basic Idea of the Reduced Form Model -- 12. The Credit Transfer Markets-and Their Implications -- 12.1 Why the Rating of CDOs by Rating Agencies Was Misleading -- 13. Counterparty Credit Risk: CVA, DVA, and FVA -- 14. Operational Risk -- 15. Model Risk -- 16. Stress Testing and Scenario Analysis -- 16.1 The 2013 Dodd-Frank Severely Adverse Scenarios -- 17. Risk Capital Attribution and Risk-Adjusted Performance Measurement --
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Methodist University Library Main General Stacks Reference HD61 .C87 (Browse shelf(Opens below)) Available 8324

Includes index

1. Risk Management: A Helicopter View --
1.1 Typology of Risk Exposures --
2. Corporate Risk Management: A Primer --
3. Banks and Their Regulators: The Post-Crisis Regulatory Framework --
3.1 Basel I --
3.2 The 1996 Market Risk Amendment --
3.3 Basel II and Minimum Capital Requirements for Credit Risk --
3.4 Basel 2.5: Enhancements to the Basel II Framework 3.5 Contingent Convertible Bonds --
4. Corporate Governance and Risk Management --
5. A User-Friendly Guide to the Theory of Risk and Return --
6. Interest Rate Risk and Hedging with Derivative Instruments --
7. Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics --
8. Asset/Liability Management --
9. Credit Scoring and Retail Credit Risk Management --
10. Commercial Credit Risk and the Rating of Individual Credits --
10.1 Definitions of Key Financial Ratios --
11. Quantitative Approaches to Credit Portfolio Risk and Credit Modeling 11.1 The Basic Idea of the Reduced Form Model --
12. The Credit Transfer Markets-and Their Implications --
12.1 Why the Rating of CDOs by Rating Agencies Was Misleading --
13. Counterparty Credit Risk: CVA, DVA, and FVA --
14. Operational Risk --
15. Model Risk --
16. Stress Testing and Scenario Analysis --
16.1 The 2013 Dodd-Frank Severely Adverse Scenarios --
17. Risk Capital Attribution and Risk-Adjusted Performance Measurement --

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