Crouhy, Michael; Galai, Dan; Mark, R

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


0-07-135731-9


Risk Management
Risk Assessment & Management