TY  - BOOK
AU  - Crouhy, Michael; Galai, Dan; Mark, R
TI  - Risk management
SN  - 0-07-135731-9
PY  - 2000///
CY  - New York
PB  - McGraw-Hill Inc
KW  - Risk Management
KW  - Risk Assessment & Management
N1  - $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

ER  -