Risk Management and Financial Institutions
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TextPublication details: New Delhi Wiley 2018Edition: 4th edDescription: 714ISBN: - 9788126560615
- 332.10681 J6131 R 103100
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Prajna Pratishthanam Library Management | 332.10681 J6131 R 103100 (Browse shelf(Opens below)) | Available | 103100 |
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| 332.10681 H237 R 108595 Risk Management and Insurance-2 ed | 332.10681 In252 R 102678 Risk Management | 332.10681 J591 R 103920 Risk Management in Banking | 332.10681 J6131 R 103100 Risk Management and Financial Institutions | 332.10681 M3405 I 108594 Introduction to Risk Management and Insurance | 332.10954 In252 B 102706 Bank Financial Management | 332.10954 K5271 I 105634 INDIAN FINANCIAL SYSTEM |
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers. Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk and stress testing.
Business Snapshots
Preface
Chapter 1: Introduction
Part One : Financial Institutions and Their Trading
Chapter 2: Banks
Chapter 3: Insurance Companies and Pension Plans
Chapter 4: Mutual Funds and Hedge Funds
Chapter 5: Trading in Financial Markets
Chapter 6: The Credit Crisis of 2007
Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds
Part Two : Market Risk
Chapter 8: How Traders Manage Their Risks
Chapter 9: Interest Rate Risk
Chapter 10: Volatility
Chapter 11: Correlations and Copulas
Chapter 12: Value at Risk and Expected Shortfall
Chapter 13: Historical Simulation and Extreme Value Theory
Chapter 14: Model-Building Approach
Part Three : Regulation
Chapter 15: Basel I, Basel II and Solvency II
Chapter 16: Basel II.5, Basel III and Other Post-Crisis Changes
Chapter 17: Fundamental Review of the Trading Book
Part Four : Credit Risk
Chapter 18: Managing Credit Risk: Margin, OTC Markets and CCPs
Chapter 19: Estimating Default Probabilities
Chapter 20: CVA and DVA
Chapter 21: Credit Value at Risk
Part Five : Other Topics
Chapter 22: Scenario Analysis and Stress Testing
Chapter 23: Operational Risk
Chapter 24: Liquidity Risk
Chapter 25: Model Risk
Chapter 26: Economic Capital and RAROC
Chapter 27: Enterprise Risk Management
Chapter 28: Risk Management Mistakes to Avoid
Part Six : Appendices
Appendices
Answers to Questions and Problems
Glossary
DerivaGem Software
Tables for N(x)
Index
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