000			02050nam a2200229 4500
999			_c7427 _d7427
020			_a0071818510
020			_a9780071818513
050			_aHD61 _b.C87
100			_aCrouhy, Michel
245			_aThe Essentials of Risk Management, _cMichel Crouhy; Dan Galai; Robert Mark
250			_aSecond Edition
260			_a[Place of publication not identified] : _bMcGraw-Hill, _c2013.
300			_a(669 pages) : _billustrations. _e1 online resource
500			_aIncludes index
505			_a1. 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 --
650			_aRisk management.
650			_aManagement.
650			_aBusiness & Economics.
700			_aGalai, Dan
710			_aMark, Robert
942			_cBK