Risk management and financial institutions. / John C. Hull.

By:

Hull, John C

Material type:

TextSeries: Wiley Financial SeriesPublication details: Hoboken: 2018. John Wiley and Sons, Inc., Edition: 5th edDescription: xxiv, 799 p. : illISBN:

9781119448112

Subject(s):

Risk management. Financial institutions -- Management. Bank

LOC classification:

HD61.H83

Contents:

Contents: 1. Introduction -- Part One: Financial institutions and their trading: 2. Banks ; 3. Insurance Companies and Pension Plans ; 4. Mutual Funds and Hedge Funds ; 5. Trading in Financial Markets ; 6. The Credit Crisis of 2007 ; 7. Valuation and scenario analysis: the risk-neutral and real worlds -- Part Two: Market risk: 8. How traders manage their risks ; 9. Interest rate risk ; 10. Volatility ; 11. Correlations and copulas ; 12. Value at risk and expected shortfall ; 13. Historical simulation and extreme value theory ; 14. Model-building approach -- Part Three: Regulation: 15. Basel I, Basel II, and Solvency II ; 16. Basel II.5, Basel III, and other post-crisis changes ; 17. Fundamental review of the trading book -- Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs ; 19. Estimating default probabilities ; 20. CVA and DVA ; 21. Credit value at risk -- Part Five: Other topics: 22. Scenario analysis and stress testing ; 23. Operational risk ; 24. Liquidity risk ; 25. Model risk ; 26. Economic capital and RAROC ; 27. Enterprise risk management ; 28. Risk management mistakes to avoid -- Part Six: Appendices: Appendices -- Answers to Questions and Problems -- Glossary --

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Barcode
Books	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY	HD61.H83(5e) (Browse shelf(Opens below))	1	Available	K/1095/1095/19
Books	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY	HD61.H831(5e) (Browse shelf(Opens below))	2	Available	K/1096/1096/19
Books	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks	WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY	HD61.H832(5e) (Browse shelf(Opens below))	3	Available	K/1100/1100/19

Includes appendices and index.

Contents: 1. Introduction --
Part One: Financial institutions and their trading: 2. Banks ; 3. Insurance Companies and Pension Plans ; 4. Mutual Funds and Hedge Funds ; 5. Trading in Financial Markets ; 6. The Credit Crisis of 2007 ; 7. Valuation and scenario analysis: the risk-neutral and real worlds --
Part Two: Market risk: 8. How traders manage their risks ; 9. Interest rate risk ; 10. Volatility ; 11. Correlations and copulas ; 12. Value at risk and expected shortfall ; 13. Historical simulation and extreme value theory ; 14. Model-building approach --
Part Three: Regulation: 15. Basel I, Basel II, and Solvency II ; 16. Basel II.5, Basel III, and other post-crisis changes ; 17. Fundamental review of the trading book --
Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs ; 19. Estimating default probabilities ; 20. CVA and DVA ; 21. Credit value at risk --
Part Five: Other topics: 22. Scenario analysis and stress testing ; 23. Operational risk ; 24. Liquidity risk ; 25. Model risk ; 26. Economic capital and RAROC ; 27. Enterprise risk management ; 28. Risk management mistakes to avoid --
Part Six: Appendices: Appendices --
Answers to Questions and Problems --
Glossary --

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Risk management and financial institutions. / John C. Hull.

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