The Essentials of Risk Management, (Record no. 7427)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02050nam a2200229 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0071818510 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780071818513 |
| 050 ## - CALL NUMBER | |
| Classification number | HD61 |
| Item number | .C87 |
| 100 ## - AUTHOR | |
| Personal name | Crouhy, Michel |
| 245 ## - TITLE | |
| Title | The Essentials of Risk Management, |
| Statement of responsibility, etc | Michel Crouhy; Dan Galai; Robert Mark |
| 250 ## - EDITION | |
| Edition statement | Second Edition |
| 260 ## - PUBLICATION INFORMATION | |
| Place of publication | [Place of publication not identified] : |
| Name of publisher | McGraw-Hill, |
| Year of publication | 2013. |
| 300 ## - DESCRIPTION | |
| Number of Pages | (669 pages) : |
| Other physical details | illustrations. |
| Accompanying material | 1 online resource |
| 500 ## - NOTES | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Table of Content | 1. Risk Management: A Helicopter View --<br/>1.1 Typology of Risk Exposures --<br/>2. Corporate Risk Management: A Primer --<br/>3. Banks and Their Regulators: The Post-Crisis Regulatory Framework --<br/>3.1 Basel I --<br/>3.2 The 1996 Market Risk Amendment --<br/>3.3 Basel II and Minimum Capital Requirements for Credit Risk --<br/>3.4 Basel 2.5: Enhancements to the Basel II Framework 3.5 Contingent Convertible Bonds --<br/>4. Corporate Governance and Risk Management --<br/>5. A User-Friendly Guide to the Theory of Risk and Return --<br/>6. Interest Rate Risk and Hedging with Derivative Instruments --<br/>7. Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics --<br/>8. Asset/Liability Management --<br/>9. Credit Scoring and Retail Credit Risk Management --<br/>10. Commercial Credit Risk and the Rating of Individual Credits --<br/>10.1 Definitions of Key Financial Ratios --<br/>11. Quantitative Approaches to Credit Portfolio Risk and Credit Modeling 11.1 The Basic Idea of the Reduced Form Model --<br/>12. The Credit Transfer Markets-and Their Implications --<br/>12.1 Why the Rating of CDOs by Rating Agencies Was Misleading --<br/>13. Counterparty Credit Risk: CVA, DVA, and FVA --<br/>14. Operational Risk --<br/>15. Model Risk --<br/>16. Stress Testing and Scenario Analysis --<br/>16.1 The 2013 Dodd-Frank Severely Adverse Scenarios --<br/>17. Risk Capital Attribution and Risk-Adjusted Performance Measurement -- |
| 650 ## - SUBJECTS | |
| Topical Term | Risk management. |
| 650 ## - SUBJECTS | |
| Topical Term | Management. |
| 650 ## - SUBJECTS | |
| Topical Term | Business & Economics. |
| 700 ## - OTHER AUTHORS | |
| Personal name | Galai, Dan |
| 710 ## - OTHER AUTHORS | |
| OTHER AUTHORS | Mark, Robert |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Methodist University Library Main | Methodist University Library Main | General Stacks | 01/05/2017 | HD61 .C87 | 8324 | Books |