The practice of risk management: implementing processes for managing firmwide market risk /
The practice of risk management: implementing processes for managing firmwide market risk /
published by Euromoney books ; with preface by E. Gerald Corrigan ; typeset by Julie Foster.
- London : Euromoney Publication, 1998.
- xiv, 265 páginas : gráficos y tablas ; 27 cm.
Section I. Risk management in context, 3 -- Chapter 1. A day in the life of a risk manager, 3 -- Chapter 2. The beginnings of risk management, 17 -- Chapter 3. The framework for firmwide risk management, 29 -- Chapter 4. A taxonomy of market risk, 45 -- Section II. The toolkit for measuring market risk, 59 -- Chapter 5. The challenges of risk measurement, 59 -- Chapter 6. Stress testing, 69 -- Chapter 7. VaR, 81 -- Chapter 8. Scenario analysis, 93 -- Chapter 9. Specific risk, 101 -- Section III. Risk management in the real world, 117 -- Chapter 10. The risk management function, 117 -- Chapter 11. Risk analysis and reporting, 137 -- Chapter 12. Backtesting, 157 -- Chapter 13. Inventory pricing and price verification, 171 -- Chapter 14. Derivatives models and validation, 183 -- Chapter 15. The flow of risk information, 187 -- Chapter 16. Risk management for other users, 203 -- Section IV. The changing world of risk management, 217 -- Chapter 17. The regulation of financial firms, 217 -- Chapter 18. Reporting and disclosure, 229 -- Chapter 19. Managing risk capital, 241 -- Chapter 20. Life in the year 2008, 253.
1855646277
Gestión de los riesgos.
Gestión financiera.
HD 61 / .P73 1998
Section I. Risk management in context, 3 -- Chapter 1. A day in the life of a risk manager, 3 -- Chapter 2. The beginnings of risk management, 17 -- Chapter 3. The framework for firmwide risk management, 29 -- Chapter 4. A taxonomy of market risk, 45 -- Section II. The toolkit for measuring market risk, 59 -- Chapter 5. The challenges of risk measurement, 59 -- Chapter 6. Stress testing, 69 -- Chapter 7. VaR, 81 -- Chapter 8. Scenario analysis, 93 -- Chapter 9. Specific risk, 101 -- Section III. Risk management in the real world, 117 -- Chapter 10. The risk management function, 117 -- Chapter 11. Risk analysis and reporting, 137 -- Chapter 12. Backtesting, 157 -- Chapter 13. Inventory pricing and price verification, 171 -- Chapter 14. Derivatives models and validation, 183 -- Chapter 15. The flow of risk information, 187 -- Chapter 16. Risk management for other users, 203 -- Section IV. The changing world of risk management, 217 -- Chapter 17. The regulation of financial firms, 217 -- Chapter 18. Reporting and disclosure, 229 -- Chapter 19. Managing risk capital, 241 -- Chapter 20. Life in the year 2008, 253.
1855646277
Gestión de los riesgos.
Gestión financiera.
HD 61 / .P73 1998