TY  - BOOK
AU  - Crouhy, Michel  
AU  - Galai, Dan 
ED  - Mark, Robert 
TI  - The Essentials of Risk Management, 
SN  - 0071818510
AV  - HD61 .C87
PY  - 2013///
CY  - [Place of publication not identified] : 
PB  - McGraw-Hill, 
KW  - Risk management
KW  - Management.
KW  - Business & Economics
N1  - 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 --
ER  -