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Risk management. / by Michel Crouhy, Dan Galai, Robert Mark.

By: Contributor(s): Material type: TextPublication details: New York: McGraw-Hill, 2001.Description: xxiii, 717 p. : ill. ; 24 cmISBN:
  • 0071357319 (recycled, acidfree paper)
Subject(s): DDC classification:
  • 658.15/5 21
LOC classification:
  • HD61.C77
Online resources:
Contents:
Contents: The need for risk management systems -- The new regulatory and corporate environment -- Structuring and managing the risk management function in a bank -- The new BIS capital requirements for financial risks -- Measuring market risk -- Measuring market risk -- Credit rating systems -- Credit migration approach to measuring credit risk -- The contingent claim approach to measuring credit risk -- Other approaches -- Comparison of industry-sponsored credit models and associated back-testing issues -- Hedging credit risk -- Managing operational risk -- capital allocation and performance measurement -- Model risk -- Risk management in nonbank corporations -- Risk management in the future --
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY HD61.C77 (Browse shelf(Opens below)) 1 Available K/299/299/19
Books WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY HD61.C771 (Browse shelf(Opens below)) 2 Available K/300/300/19
Books WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY HD61.C772 (Browse shelf(Opens below)) 3 Available K/301/301/19

Includes bibliographical references (p. 693-707) and index.

Contents: The need for risk management systems -- The new regulatory and corporate environment -- Structuring and managing the risk management function in a bank -- The new BIS capital requirements for financial risks -- Measuring market risk -- Measuring market risk -- Credit rating systems -- Credit migration approach to measuring credit risk -- The contingent claim approach to measuring credit risk -- Other approaches -- Comparison of industry-sponsored credit models and associated back-testing issues -- Hedging credit risk -- Managing operational risk -- capital allocation and performance measurement -- Model risk -- Risk management in nonbank corporations -- Risk management in the future --

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