TY  - BOOK
AU  - John C Hull
TI  - Risk Management and Financial Institutions 
SN  - 9788126560615
U1  - 332.10681 J6131 R 
PY  - 2018///
CY  - New Delhi
PB  - Wiley
KW  - Risk management
KW  - Financial institutions--Management
N1  - 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
ER  -