Risk management

By:

Crouhy, Michael; Galai, Dan; Mark, R

Material type: Text

TextPublication details: 2000 McGraw-Hill Inc New YorkDescription: xxiii, 717p. 23 cm ; Hard BoundISBN:

0-07-135731-9

Subject(s):

Risk Management Risk Assessment & Management

Contents:

1. The Need for Risk Management Systems 2. The New Regulatory and Corporate Environment 3. Structuring and Managing the Risk Management Function in a Bank 4. The New BIS Capital Requirements for Financial Risks 5. Measuring Market Risk: The VaR Approach 6. Measuring Market Risk: Extensions of the VaR Approach and Testing the Models 7. Credit Rating Systems 8. The Credit Migration Approach to Measuring Credit Risk

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 CRO (Browse shelf(Opens below))	Available		24656

$70/-

1. The Need for Risk Management Systems
2. The New Regulatory and Corporate Environment
3. Structuring and Managing the Risk Management Function in a Bank
4. The New BIS Capital Requirements for Financial Risks
5. Measuring Market Risk: The VaR Approach
6. Measuring Market Risk: Extensions of the VaR Approach and Testing the Models
7. Credit Rating Systems
8. The Credit Migration Approach to Measuring Credit Risk

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