The Essentials of Risk Management

Michel Crouhy, Dan Galai, Robert Mark

354 pages, parution le 20/08/2004

Ajouter à une liste

Indisponible

Résumé

Learn what risk management is and how you can effectively implement it in your organization

Essentials of Risk Managementeliminates the complex mathematics and minutiae surrounding corporate risk management. It describes key risk concepts and controls in language that you can understand. Topics include organizational issues and regulatory aspects, along with detailed descriptions of tools for controlling key types of market, credit, and operational risk.

Sommaire

Risk Management-A Helicopter View
Corporate Risk Management-A Primer
Banks and Their Regulators-The Research Lab for Risk Management?
Corporate Governance and Risk Management
A User-Friendly Guide to the Theory of Risk and Return
Interest-Rate Risk and Hedging with Derivative Instruments
From Value at Risk to Stress Testing
Asset-Liability Management
Credit Scoring and Retail Credit Risk Management
Commercial Credit Risk and the Rating of Individual Credits
New Approaches to Measuring Credit Risk
New Ways to Transfer Credit Risk-And Their Implications
Operational Risk
Model Risk
Risk Capital Attribution and Risk-Adjusted Performance Measurement
Epilogue
Trends in Risk Management

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Michel Crouhy, Dan Galai, Robert Mark
Parution	20/08/2004
Nb. de pages	354
Format	16 x 23,5
Couverture	Relié
Poids	750g
Intérieur	Noir et Blanc
EAN13	9780071429665
ISBN13	978-0-07-142966-5