The essentials of risk management, second edition Michel Crouhy, Dan Galai, Robert Mark.

By:

Crouhy, Michel

Contributor(s):

Material type:

TextPublication details: New York : McGraw-Hill Education, c2014Edition: 2nd edDescription: xxiii, 641 pages ; 24 cmISBN:

9780071821155
0071821155

Subject(s):

Risk management

LOC classification:

HD61 .C773

Contents:

Introduction to the Second edition -- Reforming risk management for the post-crisis era -- Risk management: a helicopter view -- Corporate risk management: a primer -- Banks and their regulators: the post-crisis regulatory framework -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest rate risk and hedging with derivative instruments -- Measuring market risk: value-at-risk, expected shortfall, and similar metrics -- Asset/liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- Quantitative approaches to credit portfolio risk and credit modeling -- The credit transfer markets -- and their implications -- Counterparty credit risk: CVA, DVA, and FVA -- Operational risk -- Stress testing and scenario analysis -- 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 .C773 2014eb (Browse shelf(Opens below))					Available			6288

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Title from title screen.

Introduction to the Second edition --
Reforming risk management for the post-crisis era --
Risk management: a helicopter view --
Corporate risk management: a primer --
Banks and their regulators: the post-crisis regulatory framework --
Corporate governance and risk management --
A user-friendly guide to the theory of risk and return --
Interest rate risk and hedging with derivative instruments --
Measuring market risk: value-at-risk, expected shortfall, and similar metrics --
Asset/liability management --
Credit scoring and retail credit risk management --
Commercial credit risk and the rating of individual credits --
Quantitative approaches to credit portfolio risk and credit modeling --
The credit transfer markets --
and their implications --
Counterparty credit risk: CVA, DVA, and FVA --
Operational risk --
Stress testing and scenario analysis --
Risk capital attribution and risk-adjusted performance measurement --

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