01404nam a22001817a 4500 200129b xxu||||| |||| 00| 0 eng d 9781118955949 HD61.H83(4e) Hull, John C. Risk management and financial institutions. / John C. Hull. 4th ed. Hoboken : John Wiley and Sons, Inc., 2015. xxv, 714 p. : ill. col. ; 26 cm. Wiley Financial Series. Includes appendices and index. Contents: Introduction: Part one: Financial institutions and their trading: Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Interest rate risk -- Volatility -- Correlations and copulas -- Value at risk and expected shortfall -- Historical simulation and extreme value theory -- Model-building approach -- Part three: Regulation: Basel I, basel II, and solvency II -- Basel II.5, basel III, and other post-crisis changes -- Fundamental review of the trading book -- Part four: Credit risk: Managing credit risk: margin, OTC markets, and CCPs -- Estimating default probabilities -- CVA and DVA -- Credit value at risk -- Part five: Other topics: Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Enterprise risk management -- Risk management mistakes to avoid. lcc BK 7020 14520 0 0 lcc 0 0 WIUC-1 WIUC-1 SPECIAL REF 2020-01-29 0 HD61.H83(4e) 8584/036/20 2020-01-29 00:00:00 2020-01-29 BK