Understanding Market, Credit, and Operational Risk

Understanding Market, Credit, and Operational Risk
Author :
Publisher : John Wiley & Sons
Total Pages : 312
Release :
ISBN-10 : 9781405142267
ISBN-13 : 140514226X
Rating : 4/5 (26X Downloads)

Book Synopsis Understanding Market, Credit, and Operational Risk by : Linda Allen

Download or read book Understanding Market, Credit, and Operational Risk written by Linda Allen and published by John Wiley & Sons. This book was released on 2009-02-04 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.


Understanding Market, Credit, and Operational Risk Related Books

Understanding Market, Credit, and Operational Risk
Language: en
Pages: 312
Authors: Linda Allen
Categories: Business & Economics
Type: BOOK - Published: 2009-02-04 - Publisher: John Wiley & Sons

GET EBOOK

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and
Integrating Market, Credit and Operational Risk
Language: en
Pages: 276
Authors: Lampros Kalyvas
Categories: Business & Economics
Type: BOOK - Published: 2006-01-01 - Publisher: Bloomberg Press

GET EBOOK

Covering the three major sources of risk this book gives an excellent overview of the exact methodological steps needed for you to evaluate and manage market, c
Managing Operational Risk in Financial Markets
Language: en
Pages: 292
Authors: Amanat Hussain
Categories: Business & Economics
Type: BOOK - Published: 2000-06-05 - Publisher: Butterworth-Heinemann

GET EBOOK

Risk management is one of the biggest issues facing the financial markets today. This volume outlines the major issues for risk management and focuses on operat
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

GET EBOOK

The Risks of Financial Institutions
Language: en
Pages: 669
Authors: Mark Carey
Categories: Business & Economics
Type: BOOK - Published: 2007-11-01 - Publisher: University of Chicago Press

GET EBOOK

Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic inv