The essentials of risk management. /
by Michel Crouhy, Dan Galai, Robert Mark.
- New York: McGraw-Hill, 2005.
- xi, 414 p. : ill. ;
Includes index.
Contents: Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user friendly guide to the theory of risk and return -- Interest rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial, credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Trends in risk management.--