TY  - BOOK
AU  - Crouhy,Michel
AU  - Galai,Dan
AU  - Mark,Robert
TI  - Risk management.
SN  - 0071357319 (recycled, acidfree paper)
AV  - HD61.C77 
U1  - 658.15/5 21
PY  - 2001///
CY  - New York
PB  - McGraw-Hill
KW  - Risk management
N1  - 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 --
UR  - http://www.loc.gov/catdir/bios/mh041/99048928.html
UR  - http://www.loc.gov/catdir/toc/mh023/99048928.html
ER  -