TY  - BOOK
AU  - Hull, John C.
TI  - Risk management and financial institutions. /  
SN  - 9781119448112
AV  - HD61.H83 
PY  - 2018///
CY  - Hoboken
PB  - John Wiley and Sons, Inc., 
KW  - 	 Risk management.
KW  - Financial institutions -- Management
KW  -  Bank
N1  - 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 --



ER  -