Risk management
- New York McGraw-Hill Inc 2000
- xxiii, 717p. 23 cm ; Hard Bound
$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