Risk Management and Financial InstitutionsJohn Wiley & Sons, 10 квіт. 2018 р. - 832 стор. The most complete, up-to-date guide to risk management in finance Risk Management and Financial Institutions, Fifth Edition explains all aspects of financial risk and financial institution regulation, helping you better understand the financial markets—and their potential dangers. Inside, you’ll learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource. All financial professionals need to understand and quantify the risks associated with their decisions. This book provides a complete guide to risk management with the most up to date information. • Understand how risk affects different types of financial institutions • Learn the different types of risk and how they are managed • Study the most current regulatory issues that deal with risk • Get the help you need, whether you’re a student or a professional Risk management has become increasingly important in recent years and a deep understanding is essential for anyone working in the finance industry; today, risk management is part of everyone's job. For complete information and comprehensive coverage of the latest industry issues and practices, Risk Management and Financial Institutions, Fifth Edition is an informative, authoritative guide. |
Зміст
1 | 2 |
Financial Institutions and Their Trading | 23 |
Banks | 25 |
1 | 26 |
2 | 36 |
CONTENTS | 39 |
Insurance Companies and Pension Plans | 47 |
1 | 48 |
Basel I Basel II and Solvency II | 347 |
Basel II 5 Basel III and Other PostCrisis Changes | 377 |
Regulation of the OTC Derivatives Market | 399 |
Fundamental Review of the Trading Book | 415 |
Credit Risk | 429 |
Estimating Default Probabilities | 431 |
CVA and DVA | 459 |
Credit Value at Risk | 479 |
2 | 59 |
Mutual Funds ETFs and Hedge Funds | 75 |
1 | 85 |
Trading in Financial Markets | 97 |
2 | 106 |
4 | 120 |
The Credit Crisis of 20072008 | 127 |
1 | 128 |
2 | 138 |
The RiskNeutral and Real | 145 |
Market Risk | 159 |
1 | 161 |
CONTENTS | 174 |
1 | 179 |
Interest Rate Risk | 185 |
CONTENTS IN BRIEF Chapter 10 Volatility | 213 |
Correlations and Copulas | 243 |
Value at Risk and Expected Shortfall | 269 |
Historical Simulation and Extreme Value Theory | 293 |
ModelBuilding Approach | 317 |
Regulation | 345 |
Other Topics | 495 |
Scenario Analysis and Stress Testing | 497 |
Operational Risk | 515 |
Liquidity Risk | 537 |
CONTENTS | 547 |
Model Risk Management | 565 |
Economic Capital and RAROC | 585 |
Enterprise Risk Management | 603 |
Financial Innovation | 621 |
Risk Management Mistakes to Avoid | 643 |
Appendix A Compounding Frequencies for Interest Rates | 657 |
Valuing Forward and Futures Contracts | 667 |
Appendix E Valuing European Options | 673 |
Appendix G Taylor Series Expansions | 681 |
Principal Components Analysis | 689 |
Synthetic CDOs and Their Valuation | 697 |
Glossary | 745 |
RMFI Software | 773 |
Table for Nx When x 0 | 779 |

