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| 008 | 990922s2001 njua b 001 0 eng | ||
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_a658.15/5 _221 |
| 100 | 1 | _aCrouhy, Michel, | |
| 245 | 1 | 0 |
_aThe essentials of risk management. / _cby Michel Crouhy, Dan Galai, Robert Mark. |
| 260 |
_aNew York: _bMcGraw-Hill, _c2005. |
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| 300 |
_axi, 414 p. : _bill. ; |
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| 504 | _aIncludes index. | ||
| 505 | _aContents: 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.-- | ||
| 650 | 0 | _aRisk management. | |
| 700 | 1 | _aGalai, Dan. | |
| 700 | 1 | _aMark, Robert | |
| 906 |
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