TY  - BOOK
AU  - Crouhy,Michel
AU  - Galai,Dan
AU  - Mark,Robert
TI  - The essentials of risk management
SN  - 9780071818513 (pbk.)
AV  - HD61 .C76 2014
PY  - 2014///
CY  - New York
PB  - McGraw-Hill
KW  - Risk management
N1  - 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
ER  -