Crouhy, Michel creator Galai, Dan. Mark, Robert text bibliography nju New York McGraw-Hill 2005 2001 monographic eng

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xi, 414 p. : ill. ; 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.-- by Michel Crouhy, Dan Galai, Robert Mark. Includes index. Risk management HD61.C77 658.15/5 0071429662 (hbk) 99048928 DLC 990922 20211001132654.0 11793318