000			01404nam a22001817a 4500
008			200129b xxu||||| |||| 00| 0 eng d
020			_a9781118955949
050			_aHD61.H83(4e)
100			_aHull, John C.
245			_aRisk management and financial institutions. / _cJohn C. Hull.
250			_a4th ed.
260			_aHoboken : _bJohn Wiley and Sons, Inc., _c2015.
300			_axxv, 714 p. : _bill. col. ; _c26 cm.
440			_aWiley Financial Series.
500			_aIncludes appendices and index.
505			_aContents: Introduction: Part one: Financial institutions and their trading: Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Interest rate risk -- Volatility -- Correlations and copulas -- Value at risk and expected shortfall -- Historical simulation and extreme value theory -- Model-building approach -- Part three: Regulation: Basel I, basel II, and solvency II -- Basel II.5, basel III, and other post-crisis changes -- Fundamental review of the trading book -- Part four: Credit risk: Managing credit risk: margin, OTC markets, and CCPs -- Estimating default probabilities -- CVA and DVA -- Credit value at risk -- Part five: Other topics: Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Enterprise risk management -- Risk management mistakes to avoid.
942			_2lcc _cBK
999			_c7020 _d14520