000			01904nam a22002297a 4500
003			OSt
005			20210701151052.0
008			200129b xxu||||| |||| 00| 0 eng d
020			_a9781119448112
040			_cLC
050			_aHD61.H83
100			_aHull, John C.
245			_aRisk management and financial institutions. / _cJohn C. Hull.
250			_a5th ed.
260			_aHoboken: _c2018. _bJohn Wiley and Sons, Inc.,
300			_axxiv, 799 p. : _bill.;
440			_aWiley Financial Series.
500			_aIncludes appendices and index.
505			_aContents: 1. Introduction -- Part One: Financial institutions and their trading: 2. Banks ; 3. Insurance Companies and Pension Plans ; 4. Mutual Funds and Hedge Funds ; 5. Trading in Financial Markets ; 6. The Credit Crisis of 2007 ; 7. Valuation and scenario analysis: the risk-neutral and real worlds -- Part Two: Market risk: 8. How traders manage their risks ; 9. Interest rate risk ; 10. Volatility ; 11. Correlations and copulas ; 12. Value at risk and expected shortfall ; 13. Historical simulation and extreme value theory ; 14. Model-building approach -- Part Three: Regulation: 15. Basel I, Basel II, and Solvency II ; 16. Basel II.5, Basel III, and other post-crisis changes ; 17. Fundamental review of the trading book -- Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs ; 19. Estimating default probabilities ; 20. CVA and DVA ; 21. Credit value at risk -- Part Five: Other topics: 22. Scenario analysis and stress testing ; 23. Operational risk ; 24. Liquidity risk ; 25. Model risk ; 26. Economic capital and RAROC ; 27. Enterprise risk management ; 28. Risk management mistakes to avoid -- Part Six: Appendices: Appendices -- Answers to Questions and Problems -- Glossary --
653			_a Risk management. _aFinancial institutions -- Management. _a Bank
942			_2lcc _cBK
999			_c7695 _d15195