
Résumé
Banks take financial risks, with their overall profits based on maximizing the returns from those risks. Losses—or in the case of Britain's Barings Bank, utter devastation— can occur when assumed risks are unregulated internally and become too large, either in relation to potential returns or in the bank's ability to cover the risks. Between the two lies the effective measurement and management of financial risk.
The Fundamentals of Risk Measurement introduces the state-of-the-art tools and practices necessary for planning, executing, and maintaining risk management in today's volatile financial environment.
This comprehensive book provides description and analysis of topics including :- Economic capital
- Risk adjusted return on capital (RAROC)
- Shareholder Value Added (SVA)
- Value at Risk (VaR)
- Asset/liability management (ALM)
- Credit risk for a single facility
- Credit risk for portfolios
- Operating risk
- Inter-risk diversification
- The Basel Committee Capital Accords
Caractéristiques techniques
PAPIER | |
Éditeur(s) | Mc Graw Hill |
Auteur(s) | Chris Marrison |
Parution | 02/08/2002 |
Nb. de pages | 416 |
Format | 19 x 24 |
Couverture | Relié |
Poids | 935g |
Intérieur | Noir et Blanc |
EAN13 | 9780071386272 |
ISBN13 | 978-0-07-138627-2 |
Avantages Eyrolles.com
Nos clients ont également acheté
Consultez aussi
- Les meilleures ventes en Graphisme & Photo
- Les meilleures ventes en Informatique
- Les meilleures ventes en Construction
- Les meilleures ventes en Entreprise & Droit
- Les meilleures ventes en Sciences
- Les meilleures ventes en Littérature
- Les meilleures ventes en Arts & Loisirs
- Les meilleures ventes en Vie pratique
- Les meilleures ventes en Voyage et Tourisme
- Les meilleures ventes en BD et Jeunesse