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" The essentials of risk management / "
Michel Crouhy, Dan Galai, Robert Mark
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BL
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| Record Number
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713426
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| Doc. No
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b535615
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| Main Entry
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Crouhy, Michel,1944-
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| Title & Author
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The essentials of risk management /\ Michel Crouhy, Dan Galai, Robert Mark
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| Publication Statement
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New York :: McGraw-Hill,, [2006]
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, ©2006
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| Page. NO
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xi, 414 pages :: illustrations ;; 24 cm
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| ISBN
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0071429662 (hardcover : alk. paper)
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| Notes
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Includes index
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| Contents
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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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| Subject
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Risk management
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| Dewey Classification
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658.15/5
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| LC Classification
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HD61.C773 2006
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| Added Entry
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Galai, Dan
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Mark, Robert
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