TY  - BOOK
TI  - The practice of risk management: implementing processes for managing firmwide market risk
SN  - 1855646277
AV  - HD 61 .P73 1998
PY  - 1998///
CY  - London
PB  - Euromoney Publication
KW  - Gestión de los riesgos
KW  - Gestión financiera
N1  - 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
ER  -