Asia Pacific University Library catalogue


The essentials of risk management / Michel Crouhy, Dan Galai & Robert Mark.

By: Crouhy, MichelContributor(s): Galai, Dan | Mark, Robert, PhDMaterial type: TextTextPublication details: New York : McGraw-Hill, c2014Description: xi, 672 p. : ill. ; 24 cmISBN: 9780071818513 (pbk.)Subject(s): Risk managementLOC classification: HD61 | .C76 2014
Contents:
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.
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Open Shelf 		Book HD61 .C76 2014 c.1 (Browse shelf (Opens below)) 1 Available (No use restrictions) 00038111

Includes index.

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.

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