The essentials of risk management
| Autor principal: | |
|---|---|
| Otros Autores: | , |
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
New York :
McGraw-Hill
c2006.
|
| Materias: | |
| Ver en Universidad de Navarra: | https://unika.unav.edu/discovery/fulldisplay?docid=alma991001388869708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es |
Tabla de Contenidos:
- Risk management: a helicopter view
- Corporate risk management, a primer
- Banks and their regulators, the research job 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.
