TY - BOOK AU - Crouhy,Michel AU - Galai,Dan AU - Mark,Robert TI - The essentials of risk management. SN - 0071429662 (hbk) AV - HD61.C77 U1 - 658.15/5 21 PY - 2005/// CY - New York PB - McGraw-Hill KW - Risk management N1 - 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.-- ER -